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: Monograph (Technical Report)
Uncontrolled Keywords: Downhill simplex;Kalman filter
Subjects: AERONAUTICS > Aerodynamics
Depositing User: Users 20 not found.
Date Deposited: 30 Jun 2006
Last Modified: 24 May 2010 04:12
URI: http://nal-ir.nal.res.in/id/eprint/1618

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