Adaptive Kalman Filtering: Measurement and Process Noise Covariance Estimation Using Kalman Smoothing
The Kalman filter is one of the best-known and most frequently used methods for dynamic state estimation. In addition to a measurement and state transition model, the Kalman filter requires knowledge about the covariance of the measurement and process noise. However, the noise covariances are mostly...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2025-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/10836673/ |
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