论文信息 - An Adaptive Kalman Filter Based on Sage Windowing Weights and Variance Components

An Adaptive Kalman Filter Based on Sage Windowing Weights and Variance Components

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.

Tianhe Xu | Yuanxi Yang | Yuanxi Yang | Tianhe Xu

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