Conference paper · Book chapter
A Tool for Kalman Filter Tuning
Department of Chemical and Biochemical Engineering, Technical University of Denmark1
Scientific Computing, Department of Informatics and Mathematical Modeling, Technical University of Denmark2
Department of Informatics and Mathematical Modeling, Technical University of Denmark3
Mathematical Statistics, Department of Informatics and Mathematical Modeling, Technical University of Denmark4
Computer Aided Process Engineering Center, Department of Chemical and Biochemical Engineering, Technical University of Denmark5
The Kalman filter requires knowledge about the noise statistics. In practical applications, however, the noise covariances are generally not known. A method for estimating noise covariances from process data has been investigated. The method gives a least-squares estimate of the noise covariances, which can be used to compute the Kalman filter gain.
| Language: | English |
|---|---|
| Publisher: | Elsevier |
| Year: | 2007 |
| Pages: | 859-864 |
| Proceedings: | 17th European Symposium on Computer Aided Process Engineering |
| Series: | Computer Aided Chemical Engineering |
| ISBN: | 0080546315 , 0444531572 , 1281027448 , 6611027440 , 9780080546315 , 9780444531575 , 9781281027443 and 9786611027445 |
| ISSN: | 15707946 |
| Types: | Conference paper and Book chapter |
| DOI: | 10.1016/S1570-7946(07)80166-0 |
| ORCIDs: | Jørgensen, John Bagterp , Poulsen, Niels Kjølstad and Jørgensen, Sten Bay |
