Accession Number:

ADA172837

Title:

An Adaptive Estimator for Time Varying Processes with Maneuvers.

Descriptive Note:

Doctoral thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OH

Personal Author(s):

Report Date:

1986-08-01

Pagination or Media Count:

167.0

Abstract:

An adaptive discrete Kalman filter is developed which is based on an improved covariance matching technique. The filter quickly finds the unknown process noise covariance implied by the observed data. The process noise covariance is assumed constant. all other filter parameters are assumed known, although possibly time varying. This filter, used in conjunction with a multiple model filter, can be used to iteratively estimate noise statistics and detect maneuvers. Author

Subject Categories:

  • Acoustics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE