In measurement systems operating under various disturbances the probabilistic characteristics of measurement noises are usually known approximately. To improve the observation accuracy, a new approach to the Kalman’s filter adaptation is proposed. In this approach, the Covariance Matrix of Measurement Noises (CMMN) is estimated by accurate measurements detected irregularly by the mobile object observation system (from radiofrequency identifiers, etalon reference, fixed points etc.). The problem of adaptive estimation of the observer’s noises covariance matrix in the Kalman filter is solved analytically for two cases: mutual noises correlation, and its absence. The numerical example for adaptive filtration of complexing navigation system parameters of a mobile object using irregular accurate measurements is given to illustrate the effectiveness of the proposed algorithm. Coordinate estimating errors have changed in comparison with the traditional scheme from 100 m to 2 m in latitude, and from 200 m to 1.5 m in longitude.
Adaptive Stochastic Filtration Based on the Estimation of the Covariance Matrix of Measurement Noises Using Irregular Accurate Observations