| Issue |
E3S Web Conf.
Volume 19, 2017
International Conference Energy, Environment and Material Systems (EEMS 2017)
|
|
|---|---|---|
| Article Number | 01043 | |
| Number of page(s) | 4 | |
| Section | Energy | |
| DOI | https://doi.org/10.1051/e3sconf/20171901043 | |
| Published online | 23 October 2017 | |
Noise variance estimation for Kalman filter
Opole University of Technology, Prószkowska 76, 45-758 Opole, Poland
⁎ Corresponding author: o.gudzenko@doktorant.po.edu.pl
In this paper, we propose an algorithm that evaluates noise variance with a numerical integration method. For noise variance estimation, we use Krogh method with a variable integration step. In line with common practice, we limit our study to fourth-order method. First, we perform simulation tests for randomly generated signals, related to the transition state and steady state. Next, we formulate three methodologies (research hypotheses) of noise variance estimation, and then compare their efficiency.
© The authors, published by EDP Sciences, 2017
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