What is it about?
Existing Kalman filtering for white noises is modified to adequate wideband noises.
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Why is it important?
Noises in real applications are observed to be wideband while classic Kalman filter was created for white noises. Therefore, applications of classic Kalman filter to real processes have an inadequacy. Now this inadequacy removed by modified equations.
Perspectives
The classic Kalman filter with its inadequacy is still a powerful estimation method used in various areas of engineering, including telecommunication, space engineering etc. All these applications can be improved if the classic Kalman filter is replaced by the filter suggested in the paper.
Agamirza Bashirov
Dogu Akdeniz Universitesi
Read the Original
This page is a summary of: Invariant Kalman Filter for Correlated Wide Band Noises, Asian Journal of Control, October 2018, Wiley,
DOI: 10.1002/asjc.1949.
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