Method for adaptive Kalman filtering in dynamic systems

摘要

The subject matter of the invention is a method for adaptive Kalman filtering for calibration different parameters of the dynamic system in real time or in time, which is oncoming real time. The measurement and system errors are bleached and in part ortogonalized. Computing of quick Kalman filtering is coming to optimal Kalman filter, as it is desirable during observable and adjustable conditions. Prejudged error balances and covariance offers the unit for monitoring filter stability.