A self-tuning kalman filter

G - Physics – 06 – F

Patent

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G06F 15/18 (2006.01) G05B 13/02 (2006.01) G05B 13/04 (2006.01)

Patent

CA 2266282

A self tuning Kalman filter comprises an artificial neural network integrated to the Kalman filter structure for estimating and/or predicting a state vector of a dynamic system to be controlled, without any a-priori information on the measurement noise and disturbances statistical properties and without any a-priori information about parameter variations of the dynamic system model.

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