Automated process noise covariance computation

Kashyap, SK (2003) Automated process noise covariance computation. Technical Report. National Aerospace Laboratories, Bangalore, India.

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    Abstract

    The tuning of kalman filter for better tracking performance is a key issue addressed in this report. Process noise covariance Q is computed using numerical optimization technique known as downhill simplex, which minimises the cost function of state error. The technique is validated with simulated data(linear and non-linear) and also with real data.

    Item Type: Proj.Doc/Technical Report (Technical Report)
    Uncontrolled Keywords: Downhill simplex;Kalman filter
    Subjects: AERONAUTICS > Aerodynamics
    Division/Department: Flight Mechanics and Control Division
    Depositing User: Mr. N A
    Date Deposited: 30 Jun 2006
    Last Modified: 24 May 2010 09:42
    URI: http://nal-ir.nal.res.in/id/eprint/1618

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