Kalman filter sensitivity with respect to parametric noises uncertainty
نویسندگان
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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ورودعنوان ژورنال:
- Kybernetika
دوره 32 شماره
صفحات -
تاریخ انتشار 1996