Calibrated sensor`s measured value observing method for Kalman filter, involves comparing associated and estimated matrixes and rejecting value when comparison does not result in improvement of quality of estimated value of system vector

摘要

The method involves extracting an estimated value and associated covariance matrix with the help of transmission matrix and a system noise matrix, and estimating another covariance matrix. The associated and estimated covariance matrixes are compared, and a measured value of a calibrated sensor is rejected when the comparison does not result in the improvement of the quality of an estimated value of a system vector.