Optimization of Covariance Matrices of Kalman Filter with Unknown Input Using Modified Directional Bat Algorithm
The proper selection of the model error covariance matrix and the measurement noise covariance matrix of Kalman filter is an optimization problem. Some scholars have studied this, but there is relatively little research on the selection of the two covariance matrices for Kalman filters with an unkno...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | Buildings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-5309/15/2/196 |
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