Adaptive Kalman Filtering: Measurement and Process Noise Covariance Estimation Using Kalman Smoothing

The Kalman filter is one of the best-known and most frequently used methods for dynamic state estimation. In addition to a measurement and state transition model, the Kalman filter requires knowledge about the covariance of the measurement and process noise. However, the noise covariances are mostly...

Täydet tiedot

Bibliografiset tiedot

Päätekijät:	Theresa Kruse, Thomas Griebel, Knut Graichen
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	IEEE 2025-01-01
Sarja:	IEEE Access
Aiheet:	Adaptive filtering Kalman filter Kalman smoother noise covariance estimation
Linkit:	https://ieeexplore.ieee.org/document/10836673/
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