Automated tuning of an extended Kalman filter using the downhill simplex algorithm

Journal of Guidance, Control, and Dynamics

Volumn 25, Issue 5, 2002, Pages 901-908

  Powell, Thomas D ^a  

^a AEROSPACE CORPORATION   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MATRIX ALGEBRA; OPTIMIZATION; SENSITIVITY ANALYSIS; SIGNAL NOISE MEASUREMENT; STATE ESTIMATION;

AUTOMATED TUNING; COVARIANCE MATRICES;

KALMAN FILTERING;

EID: 0036748388     PISSN: 07315090     EISSN: 15333884     Source Type: Journal    
DOI: 10.2514/2.4983     Document Type: Article

References (7)

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4. Ljung, L., System Identification Theory for the User, Prentice-Hall, Upper Saddle River, NJ, 1987, pp. 471, 472.
5. Oshman, Y., and Shaviv, I., "Optimal Tuning of a Kalman Filter Using Genetic Algorithms," AIAA Paper 2000-4558, Aug. 2000.
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