Estimating Noise Variances by Using Multiple Observers

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Abstract

Unknown variances of the noises that excite a time-invariant, linear dynamic system and/or in the observation of its output can be estimated by use of multiple observers. One observer is needed, in general, for each unknown variance. Each observer is time invariant and has different gains from the others. It is shown that each unknown variance is a linear combination of the variances of the residuals of the observers. The required estimates of the noise variances are obtained by using the measured variances of the residuals. The method presented in this paper is illustrated by an application to determining noise parameters in a ring laser gyro.

Original languageEnglish (US)
Pages (from-to)442-448
Number of pages7
JournalIEEE Transactions on Aerospace and Electronic Systems
VolumeAES-18
Issue number4
DOIs
StatePublished - Jan 1 1982
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Aerospace Engineering
  • Electrical and Electronic Engineering
  • Computer Networks and Communications

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