The Kalman filter for linear systems with colored measurement noises is revisited. Besides two well-known approaches, i.e., Bryson’s and Petovello’s, another measurement time difference-based approach is introduced. This approach is easy to be implemented and generalized to nonlinear system, and can provide filtering solutions directly. A unified view on these approaches is provided, and the equivalence between any two of the three is proved.
Chang, G. On kalman filter for linear system with colored measurement noise,
Springer Berlin Heidelberg, 2014, с. 1163-1170.
Chang, G. .
On kalman filter for linear system with colored measurement noise.
: Springer Berlin Heidelberg, 2014, с. 1163-1170.
Chang, G. (2014)
On kalman filter for linear system with colored measurement noise,
: Springer Berlin Heidelberg, с. 1163-1170
Chang, G.
(2014).
On kalman filter for linear system with colored measurement noise. Journal of Geodesy. Springer Berlin Heidelberg 88 (12), с. 1163-1170.
