Recursive weighted least squares estimation algorithm based on minimum model error principle

Kalman filter is commonly used in data filtering and parameters estimation of nonlinear system, such as projectile's trajectory estimation and control. While there is a drawback that the prior error covariance matrix and filter parameters are difficult to be determined, which may result in filt...

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Bibliographic Details
Main Authors: Xiaoyun Lei, Zhian Zhang
Format: Article
Language:English
Published: KeAi Communications Co., Ltd. 2021-04-01
Series:Defence Technology
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2214914719302636