An Online Performance Index for the Kalman Filter

In this paper, we propose a performance index (PI) on the point rather than batches to quantify the real-time performance of the Kalman filter (KF). To avoid the problem of describing KF performance that may require actual values, we attempt to find a new index that does not require actual values. T...

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Veröffentlicht in:	IEEE transactions on instrumentation and measurement 2022, Vol.71, p.1-1
Hauptverfasser:	Xue, Wei, Luan, Xiaoli, Zhao, Shunyi, Liu, Fei
Format:	Artikel
Sprache:	eng
Schlagworte:	actual model Kalman filter Kalman filters nominal model Performance indices Point-specific performance index Real time Uncertainty
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