Analytic Synthesis of a Kalman Adaptive Filter on the Basis of Irregular Precise Measurements

Abstract

The problem of construction of an adaptive discrete Kalman filter is analytically solved with the use of irregular precise measurements. It is shown that the possibility of irregular precise measurements makes it possible to precisely determine the parameters of the filter (gain and adaptation factor) within the stage of their appearance and guarantees the error of estimation equal to zero. The indicated reconstruction of the parameters of the estimation algorithm significantly improves its convergence.