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dc.contributor.author | Fokin L.A. | en |
dc.contributor.author | Shchipitsyn A.G. | en |
dc.date.accessioned | 2018-10-16T06:53:43Z | |
dc.date.available | 2018-10-16T06:53:43Z | |
dc.date.issued | 2009 | |
dc.identifier.isbn | 9781424420070 | |
dc.identifier.uri | http://dspace.susu.ru/handle/0001.74/20600 | |
dc.description.abstract | In this paper we develop innovation-based adaptive Kalman filter (IAKF) based on linear time-varying (LTV) state-space model. Thorough argumentation of process and measurement noise covariance adaptation based on innovation sequence covariance is provided. As a result of implementing the proposed methods the process noise and measurement noise covariance matrices are adapted within a sliding window of a fixed depth. © 2009 IEEE. | en] |
dc.description.sponsorship | Russian Found. Basic Res. RBFR proj. 09-07-06004;Tomsk State University of Control Systems and Radioelectronics;Radar R and D | en |
dc.language.iso | English | |
dc.relation.ispartof | International Siberian Conference on Control and Communications, SIBCON-2009; Proceedings | en] |
dc.subject | Adaptive Kalman filter | en] |
dc.subject | Correlation time adjustment | en] |
dc.subject | Frobenius equation | en] |
dc.subject | Innovation sequence | en] |
dc.subject | Noise covariance adaptation | en] |
dc.subject | Sliding window | en] |
dc.subject | Acoustic noise | en] |
dc.subject | Control theory | en] |
dc.subject | Covariance matrix | en] |
dc.subject | Kalman filters | en] |
dc.subject | Spurious signal noise | en] |
dc.subject | Windows | en] |
dc.subject | Maximum likelihood | en] |
dc.title | Innovation-based adaptive Kalman filter derivation | en |
dc.type | Conference Paper | en] |
dc.identifier.doi | 10.1109/SIBCON.2009.5044877 | |
dc.identifier.scopus | https://www.scopus.com/inward/record.uri?eid=2-s2.0-70349283562&doi=10.1109%2fSIBCON.2009.5044877&partnerID=40&md5=a279f1db77a31d6d01869f53c7fdb331 | |
dc.conference.name | International Siberian Conference on Control and Communications, SIBCON-2009 | en] |
dc.conference.date | 27 March 2009 through 28 March 2009 |
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