Importance of initial state co variance matrix for the parameter estimation using an adaptive Extended Kalman Filter

23rd Atmospheric Flight Mechanics Conference

Volumn , Issue , 1998, Pages 94-104

  Gemson, R M O ^a   Ananthasayanam, M R ^b  

^a HINDUSTAN AERONAUTICS LIMITED   (India)

^b INDIAN INSTITUTE OF SCIENCE   (India)

Author keywords

[No Author keywords available]

Indexed keywords

BANDPASS FILTERS; COVARIANCE MATRIX; DYNAMICAL SYSTEMS; EXTENDED KALMAN FILTERS; HEURISTIC METHODS; KALMAN FILTERS;

ADAPTIVE EXTENDED KALMAN FILTERS; ESTIMATION PROBLEM; FLIGHT TEST DATA; HEURISTIC PROCEDURES; INFORMATION MATRIX; MEASUREMENT NOISE; NONLINEAR SYSTEM MODELS; PARAMETER ESTIMATION PROBLEMS;

PARAMETER ESTIMATION;

EID: 84982318617     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)

1. Gemson, R. M. O., 'Estimation of Aircraft Aerodynamics Derivatives Accounting for Measurement and Process Noise by EKF Through Adaptive Filter Tuning,' Ph. D. Thesis. Department of Aerospace Engineering., Indian Institute of Science, Bangalore (1991).
2. Philip, N. K., Gemson, R. M. O. and Ananthasayanam, M. R. 'Parameter Estimation Using Adaptive EKF in a MATLAB Environment.' Paper Presented at the MATLAB Users' Conference, Nov. 19-21, 1996, Bangalore, India (1996).
3. Myers, K. A. and Tapley, B. D. 'Adaptive Sequential Estimation with Unknown Noise Statistics,' IEEE Trans Automatic Control, Vol. AC 21, pp 520-525, (1976).
4. Scheweppe, F. C., 'Uncertain Dynamic Systems' Prentice Hall Inc., New Jersey (1973).
5. Maybeck, P. S., 'Stochastic Models, Estimation and Control'-Vol. 2, Academic Press Inc. 1979.
6. Candy, J. V., 'Signal Processing-The Model Based Approach,' McGraw Hill Book Co., New York (1986).
7. Maine, RE., 'Programers Manual for MMLE3 a General FORTRAN Program for Maximum Likelihood Parameters Estimation' NASA TP 1690, June (1981).
8. Maine, RE. and IliffK. W. 'User's Manual for MMLE3 General FORTRAN Program for Maximum Likelihood Parameter Estimation' NASA TP 1563, (1980).
9. Jategaonkar, R. V., and Plaetschke, E., 'Algorithm for Aircraft Parameter Estimation Accounting for Process and Measurement Noise,' Journal of Aircraft, Vol. 26, pp 360-372, (1989).