A STABLE ITERATIVE ALGORITHM FOR ESTIMATING THE ELEMENTS OF THE MATRIX GAIN OF A KALMAN FILTER

Shahlo Zaripova; Jasur Sevinov

Electrical and Computer Engineering | Article | Published 2023

A STABLE ITERATIVE ALGORITHM FOR ESTIMATING THE ELEMENTS OF THE MATRIX GAIN OF A KALMAN FILTER

Authors:

Shahlo Zaripova

Jasur Sevinov

Collection: Technical science and innovation

Keywords: dynamic object control systems, iterative algorithm, adaptive filtering, Kalman filter, estimation, covariance matrix, Kalman filter gain, modeling.

Abstract

A stable iterative algorithm for estimating elements of the matrix gain of the Kalman filter has been developed. The traditional Kalman filter equations are given. Algorithms for autonomous calculation of the stationary Kalman filter gain are presented, which are performed under conditions relating to the system parameters. A non-linear iterative equation is solved for the gain of the Kalman filter. Modeling results are given, these Kalman filtering expressions for a linear discrete system and the actual filtering process is the current process for predicting and correcting recursive and iterative nature.

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