Kalman Filter Smoother for Systems of Unknown Noise Covariance
Zhao Yan · Journal of Lvliang University · 2013
Based on Kalman filter of unknown noise covariance,the paper presents a new Kalman filter smoother.The algorithm of Kalman filter of unknown noise covariance is given and so are new algorithms for the smoother gain matrix and the variance matrix of the smoothing error.The conclusion shows that the smoother can improve the precision.