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Please use this identifier to cite or link to this item: http://ntour.ntou.edu.tw:8080/ir/handle/987654321/28052

Title: A practical note on evaluating Kalman filter performance optimality and degradation
Authors: Dah-Jing Jwo;Ta-Shun Cho
Contributors: NTOU:Department of Communications Navigation and Control Engineering
國立臺灣海洋大學:通訊與導航工程學系
Keywords: Kalman filter;Optimality;Consistency;Sensitivity;Adaptive;Integrity
Date: 2007-11-01
Issue Date: 2011-10-21T02:35:43Z
Publisher: Applied Mathematics and Computation
Abstract: abstract:This paper presents useful remarks to the readers on the Kalman filter (KF) performance optimality, degradation, and some innovation related parameters. Guidelines for efficient approach for evaluation of the KF performance optimality and sensitivity analysis are presented. Performance degradation due to uncertainty in process and measurement noise statistics is discussed. Consistency check between the filter-calculated covariances versus actual mean square errors are provided, which can be used not only as a verification procedure for the filtering correctness, but also as a approach for making trade-off in designing a suitable Kalman filter. In addition to numerical algorithms, useful Matlab programs are accompanied where necessary to the readers for getting better insight in practical implementation. Exploration of the behaviour of some innovation based parameters useful in adaptive filter and system integrity designs, including covariance of innovation sequence, degree of mismatch (DOM), and degree of divergence (DOD), etc., is also involved.
Relation: 193(2), pp.482-505
URI: http://ntour.ntou.edu.tw/handle/987654321/28052
Appears in Collections:[通訊與導航工程學系] 期刊論文

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