- Article
Adaptive Stochastic Filtration Based on the Estimation of the Covariance Matrix of Measurement Noises Using Irregular Accurate Observations
- Sergey Sokolov,
- Arthur Novikov and
- Marianna Polyakova
In measurement systems operating under various disturbances the probabilistic characteristics of measurement noises are usually known approximately. To improve the observation accuracy, a new approach to the Kalman’s filter adaptation is propos...

