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An Adaptive Kalman Filter using a Simple Residual Tuning MethodOne difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.
Document ID
Acquisition Source
Goddard Space Flight Center
Document Type
Harman, Richard R.
(NASA Goddard Space Flight Center Greenbelt, MD United States)
Date Acquired
August 19, 2013
Publication Date
May 1, 1999
Publication Information
Publication: 1999 Flight Mechanics Symposium
Subject Category
Electronics And Electrical Engineering
Distribution Limits
Work of the US Gov. Public Use Permitted.

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