Optimality Tests and Adaptive Kalman Filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F12%3A00194209" target="_blank" >RIV/68407700:21230/12:00194209 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3182/20120711-3-BE-2027.00011" target="_blank" >http://dx.doi.org/10.3182/20120711-3-BE-2027.00011</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3182/20120711-3-BE-2027.00011" target="_blank" >10.3182/20120711-3-BE-2027.00011</a>

Result language
angličtina
Original language name
Optimality Tests and Adaptive Kalman Filter
Original language description
Kalman filter tuning is based on the process and measurement noise covariances that are often obtained by ad hoc methods. After the filter is tuned, it is necessary to evaluate the quality of the state estimation. In this article, several methods are described for the quality evaluation of the Kalman filter performance. The article includes simulation results evaluating the reliability of the described optimality tests. The sequential test is then used for an adaptive algorithm for a Kalman filter. Further, properties of an autocorrelation function are discussed and several methods for its estimation are compared.
Czech name
—
Czech description
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Project
<a href="/en/project/GAP103%2F11%2F1353" target="_blank" >GAP103/11/1353: State Estimation of Dynamic Stochastic Systems</a><br>
Continuities
S - Specificky vyzkum na vysokych skolach

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 16th IFAC Symposium on System Identification
ISBN
978-3-902823-06-9
ISSN
1474-6670
e-ISSN
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Number of pages
6
Pages from-to
1-6
Publisher name
IFAC
Place of publication
Brusel
Event location
Brusel
Event date
Jul 11, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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