Self-tuning of a Kalman Filter Applied in a DC Drive and in a Kalman-based Sensor

摘要

Kalman filters (KFs) are used in many different areas of application that require a solution to discrete-data linear filtering problems. Especially in the field of electric controls KFs represent a very used approach and an integral part of many states of the art of electric controls. However, the practical implementation of the KF often presents difficulties due to the challenging task of getting a good estimate of the covariance of the process noise represented by matrix Q_k and of the covariance of the measurement noise represented by matrix R_k. A fitting and simultaneous choice of the matrices Q_k and R_k based on a feedback loop within the KF realised by the filter samples can lead to a stable-operating filter after a reasonable amount of iterations. In this paper an approach to apply a feedback loop enabling dynamic values Q_k and R_k is presented. This approach will be applied in a simulation using Matlab/Simulink.