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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. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. 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
19990063639
Acquisition Source
Goddard Space Flight Center
Document Type
Reprint (Version printed in journal)
Authors
Harman, Richard R.
(NASA Goddard Space Flight Center Greenbelt, MD United States)
Date Acquired
August 19, 2013
Publication Date
May 11, 1999
Subject Category
Electronics And Electrical Engineering
Meeting Information
Meeting: Flight Mechanics
Country: United States
Start Date: May 18, 1999
End Date: May 20, 1999
Distribution Limits
Public
Copyright
Other

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