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This paper proposes a new self-tuning Kalman filter with good tracking ability for unknown noise statistics and unknown abrupt input change. The new filter can easily compute unknown abrupt input and steady-state gain matrix by building up online identification of ARMAX innovation model in real time. The simulation results of tracking a maneuvering target shows the effectiveness of the new method in this paper. © 2011 IEEE.
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年份: 2011
页码: 5670-5672
语种: 英文