Noise variance estimation for Kalman filter
In this paper, we propose an algorithm that evaluates noise variance with a numerical integration method. For noise variance estimation, we use Krogh method with a variable integration step. In line with common practice, we limit our study to fourth-order method. First, we perform simulation tests f...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2017-01-01
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| Series: | E3S Web of Conferences |
| Online Access: | https://doi.org/10.1051/e3sconf/20171901043 |