An Adaptive Estimator for Time Varying Processes with Maneuvers

An Adaptive Estimator for Time Varying Processes with Maneuvers

An adaptive discrete Kalman filter is developed which is based on an improved covariance matching technique. The filter quickly finds the unknown process noise covariance implied by the observed data. The process noise covariance is assumed constant. all other filter parameters are assumed known, al...

Ausführliche Beschreibung

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Bibliographische Detailangaben
1. Verfasser: Schiefer,Michael A
Format: Report
Sprache:eng
Schlagworte:
ACOUSTIC DETECTION
ACOUSTIC MEASUREMENT
Acoustics
ADAPTIVE FILTERS
CHARTS
COVARIANCE
Discrete filters
ESTIMATES
ITERATIONS
KALMAN FILTERING
MATCHING
PARAMETERS
TABLES(DATA)
TARGET DETECTION
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Beschreibung
Zusammenfassung:An adaptive discrete Kalman filter is developed which is based on an improved covariance matching technique. The filter quickly finds the unknown process noise covariance implied by the observed data. The process noise covariance is assumed constant. all other filter parameters are assumed known, although possibly time varying. This filter, used in conjunction with a multiple model filter, can be used to iteratively estimate noise statistics and detect maneuvers. (Author)