Kalman filter sensitivity with respect to parametric noises uncertainty

نویسندگان

  • Nikola Madjarov
  • Lyudmila Mihaylova
چکیده

The influence of the noises uncertainty on the Kalman filter performance is characterized by sensitivity functions. Relationships for computing these functions are derived and used both for synthesizing a Kalman filter with reduced sensitivity (KFRS) and a self-tuning Kalman filter (SKF). The results are illustrated by examples.

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عنوان ژورنال:
  • Kybernetika

دوره 32  شماره 

صفحات  -

تاریخ انتشار 1996