Abstract
Kalman filter (KF) is a widely used navigation algorithm, especially for precise positioning applications. However, the exact filter parameters must be defined a priori to use standard Kalman filters for coping with low error values. But for the dynamic system model, the covariance of process noise is a priori entirely undefined, which results in difficulties and challenges in the implementation of the conventional Kalman filter. Kalman Filter with recursive covariance estimation applied to solve those complicated functional issues, which can also be used in many other applications involving Kalaman filtering technology, a modified Kalman filter called MKF-RCE. While this is a better approach, KF with SAR tuned covariance has been proposed to resolve the problem of estimation for the dynamic model. The data collected at (x: 706970.9093 m, y: 6035941.0226 m, z: 1930009.5821 m) used to illustrate the performance analysis of KF with recursive covariance and KF with computational intelligence correction by means of SAR (Search and Rescue) tuned covariance, when the covariance matrices of process and measurement noises are completely unknown in advance.
Distributed Weighting Fusion and Covariance Intersection Fusion Kalman Smoother for Systems with Colored Measurement Noises