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Kybernetika 32(3):307-322, 1996.

Kalman Filter Sensitivity with Respect to Parametric Noises Uncertainty

Nikola Madjarov and Ludmila Mihaylova


Abstract:

The influence of the noises uncertainty on the Kalman filter performance is characterized by sensitivity functions. Relationships for computing these functions are derived and used both for synthesizing a Kalman filter with reduced sensitivity (KFRS) and a self-tuning Kalman filter (SKF). The results are illustrated by examples.


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BIB TeX

@article{kyb:1996:3:307-322,

author = {Madjarov, Nikola and Mihaylova, Ludmila},

title = {Kalman Filter Sensitivity with Respect to Parametric Noises Uncertainty},

journal = {Kybernetika},

volume = {32},

year = {1996},

number = {3},

pages = {307-322}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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