Recursive algorithm for the calculation of the adaptive Kalman filter weighting coefficients.
Weighting coefficients calculations by recursive algorithm for designing optimal discrete adaptive Kalman filter
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Weighting coefficients calculations by recursive algorithm for designing optimal discrete adaptive Kalman filter
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A procedure for recursively estimating images that are characterized statistically by the mean and correlation functions associated with the random process representing the brightness level is proposed for the case where the images are corrupted by additive noise. First, a dynamic model is developed with a response characteristic which matches that of the scanner output (the input of the estimator is the output of a horizontal line scanner) in a statistical sense. Such models have the form of an ordinary differential or difference equation with white noise input. An insignificant approximation is introduced by using a constant-coefficient model. The appropriate model is a vector valued difference equation with the solution representing a vector Markov process. The next step is to obtain the minimum mean square estimate of the image by using a Kalman filter. Since the image estimation is an interpolation problem, two successive runs over the observation are performed in opposite directions and the resultant estimates are averaged. Examples are included for illustration.
A method is proposed for dealing with the divergence phenomenon problem encountered in applications of minimum-variance recursive estimators when the error covariance calculated by the estimator becomes inconsistent with the actual error covariance. The proposed method differs from previous ones in that the state model and statistics are accepted as given. The form of the optimal estimator is used, but a constant check is made on the consistency of the calculated and actual error covariances. The method is independent of the source of error, whether it be inaccuracies in the system model, incorrect values of the a priori and random process statistics, approximations required in the case of nonlinear systems, or computational roundoff. Several simulated examples, in which inconsistencies in the calculated and actual error covariances exist, show a significant improvement in the performance of the estimator when the given procedure is applied.
Description of an initialization technique which partially accounts for the interrelation between the true-state vector errors when recursive filtering is applied in space navigation systems. The technique reduces the undesirable transient effects of the first few measurements and inhibits filter divergence when the interval between measurements is inordinately large. The key feature of this technique is the inclusion of the effect of a number of pseudo-measurements of certain orbital parameters into the initial covariance matrix. The pseudo-measurement technique has been shown to be useful when reinitialization of the error covariance matrix is required to prevent filter divergence.
The enhancement of images that are characterized only by statistical data where the picture contains additive noise is considered. The random process representing the output of the scanner is characterized by the output of a dynamic system with white noise input. The dynamic system describes a first-order vector-Markov process. The procedure of Kalman filtering is then utilized to recursively determine the minimum mean-square error estimate of the image. The result is then extended to obtain the smoothing of the data.