Journal
JOURNAL OF NAVIGATION
Volume 56, Issue 2, Pages 231-240Publisher
CAMBRIDGE UNIV PRESS
DOI: 10.1017/S0373463303002248
Keywords
sage filtering; adaptive estimation; robust estimation; variance components
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In this paper a brief review of Sage adaptive filtering is followed by an analysis of the shortcomings of covariance matrices formed by windowing residual vectors, innovation vectors and correction vectors of the dynamic states. A new adaptive Kalman filter is developed by combining the Sage filter and the variance components and its use tested against various other schemes.
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