An Optimization Approach to Adaptive Kalman Filtering.pdf
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An Optimization Approach to Adaptive Kalman Filtering M Karasalo and X Hu Abstract In this paper an optimizationbased adaptive Kalman ltering method is proposed The method produces an estimate of the process noise covariance matrix Q by solving an optimization problem over a short window of data The algorithm recovers the observations hx from a system x f x y hx v without a priori knowledge of system dynamics Potential applications include target tracking using a network of nonlinear sensors ......
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