Adaptive Kalman Filtering: A Simulation Result
Jurek Z. Sąsiadek, Peter Wojcik · Journal of Dynamic Systems Measurement and Control · 1988
This paper presents the algorithm for on-line adaptive Kalman filtering of sensor signals with unknown signal to noise ratio. A first order spectrum of a pure signal and white Gaussian measurement noise have been assumed. The results of the performance tests of the algorithm as well as the design methodology of the adaptive filter are given.