Adaptive Kalman Filtering: Measurement and Process Noise Covariance Estimation Using Kalman Smoothing

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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Bibliographic Details
Main Authors: Theresa Kruse, Thomas Griebel, Knut Graichen
Format: Article
Language:English
Published: IEEE 2025-01-01
Series:IEEE Access
Subjects:
Adaptive filtering
Kalman filter
Kalman smoother
noise covariance estimation
Online Access:https://ieeexplore.ieee.org/document/10836673/
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