Robust Kalman Filter with Recursive Measurement Noise Covariance Estimation Against Measurement Faults

A new innovation-based recursive measurement noise covariance estimation method is proposed. The presented algorithm is used for Kalman filter tuning, as a result, the robust Kalman filter (RKF) against measurement malfunctions is derived. The proposed innovation-based RKF with recursive estimation...

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Bibliographic Details
Main Author: Chingiz Hajiyev
Format: Article
Language:English
Published: The Prognostics and Health Management Society 2025-01-01
Series:International Journal of Prognostics and Health Management
Subjects:
Online Access:https://papers.phmsociety.org/index.php/ijphm/article/view/4204
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