Adaptive Kalman filter with sequential rescaling of process noise

EFE M., Bather J. A., Atherton D. P.

Proceedings of the 1999 American Control Conference (99ACC), San Diego, CA, USA, 2 - 04 Haziran 1999, cilt.6, ss.3913-3917 identifier

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Cilt numarası: 6
  • Basıldığı Şehir: San Diego, CA, USA
  • Sayfa Sayıları: ss.3913-3917
  • Ankara Üniversitesi Adresli: Evet

Özet

In this paper a novel approach to adaptive Kalman filtering is presented. The filter utilizes a scale factor, which represents the target unpredictability at any time, as estimated from the available data. The performance of the algorithm is compared with that of an IMM algorithm and also with that of a standard Kalman filter. The proposed filter does not rely on a priori knowledge about the target motion and it produces better estimates than the IMM algorithm during manoeuvring periods.