Electronics Optics & Control, Volume. 23, Issue 8, 13(2016)

An Improved Noise Variance Estimation Method Based on Second Order Mutual Differential

ZHANG Yi-xin1... ZHANG Hai1 and WU Ping2 |Show fewer author(s)
Author Affiliations
  • 1[in Chinese]
  • 2[in Chinese]
  • show less

    Aimed at the statistical property estimation of measurement noise in the adaptive Kalman filtering, a method based on α-β-γ filter and second order mutual difference estimation is proposed to estimate measurement noise variance.By constructing a virtual redundant measurement sequence with α-β-γ filter, the second order mutual difference method only adaptive to redundant measurement is extended to single measurement.Based on which, the calculation precision is improved through selection of data and optimization of α-β-γ filter.Experimental result indicates that: compared with traditional adaptive Kalman filter, this method can compute the measurement noise variance more accurately, and restrain the filtering divergence.

    Tools

    Get Citation

    Copy Citation Text

    ZHANG Yi-xin, ZHANG Hai, WU Ping. An Improved Noise Variance Estimation Method Based on Second Order Mutual Differential[J]. Electronics Optics & Control, 2016, 23(8): 13

    Download Citation

    EndNote(RIS)BibTexPlain Text
    Save article for my favorites
    Paper Information

    Category:

    Received: Jul. 22, 2015

    Accepted: --

    Published Online: Jan. 26, 2021

    The Author Email:

    DOI:10.3969/j.issn.1671-637x.2016.08.004

    Topics