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The following chapter presents the advantages of the ROSE filter (Rapid Ongoing Stochastic covariance Estimation Filter) using another example. It is demonstrated that adaptive estimation of the variances of measurement and system noise leads to a significantly improved estimation of the state variables and the covariance of the estimation error.

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Example: Environmental Sensor with ROSE Filter

  • 章节

  • 发表日期：

    2026年

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  • Sebastian Dingler,
  • Reiner Marchthaler

摘要

The following chapter presents the advantages of the ROSE filter (Rapid Ongoing Stochastic covariance Estimation Filter) using another example. It is demonstrated that adaptive estimation of the variances of measurement and system noise leads to a significantly improved estimation of the state variables and the covariance of the estimation error.