卡尔曼滤波器
残余物
自适应滤波器
计算机科学
差异(会计)
协方差
算法
协方差矩阵
滤波器(信号处理)
快速卡尔曼滤波
扩展卡尔曼滤波器
协方差交集
圣人
控制理论(社会学)
数学
人工智能
统计
计算机视觉
控制(管理)
业务
会计
出处
期刊:Journal of Navigation
[Cambridge University Press]
日期:2003-05-01
卷期号:56 (2): 231-240
被引量:121
标识
DOI:10.1017/s0373463303002248
摘要
In this paper a brief review of Sage adaptive filtering is followed by an analysis of the shortcomings of covariance matrices formed by windowing residual vectors, innovation vectors and correction vectors of the dynamic states. A new adaptive Kalman filter is developed by combining the Sage filter and the variance components and its use tested against various other schemes.
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