no code implementations • 29 Sep 2021 • Ido Greenberg, Shie Mannor, Netanel Yannay
Determining the noise parameters of a Kalman Filter (KF) has been studied for decades.
1 code implementation • 6 Apr 2021 • Ido Greenberg, Shie Mannor, Netanel Yannay
The Kalman Filter (KF) parameters are traditionally determined by noise estimation, since under the KF assumptions, the state prediction errors are minimized when the parameters correspond to the noise covariance.