Electronics Optics & Control, Volume. 23, Issue 8, 13(2016)
An Improved Noise Variance Estimation Method Based on Second Order Mutual Differential
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.
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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
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Received: Jul. 22, 2015
Accepted: --
Published Online: Jan. 26, 2021
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