Based on Kalman Filter Processing of FOG Signal
Ding Chuan-hong · Journal of Astronautics · 2009
Considering the characteristics and requirements of fault forecast,the deficiencies of traditional forecast methods were pointed out,the method that apply Kalman Filter to time series forecasting was put forward.The method for estimating parameters of ARMA(autoregressive moving average)based on Kalman Filter was deducted,the component of modeling was analysis with PSD(power spectrum density).The theory above was demonstrated though the modeling of random drift for FOG(fiber optic gyro).