Measurement Feedback Self-Tuning Weighted Measurement Fusion Kalman Filter for Systems with Correlated Noises

Figure 14

The curve of position errors 𝑒₁(𝑡)=𝑥^(II)₁(𝑡∣𝑡)−𝑥^(II₁^)𝑠(𝑡∣𝑡) for optimal and self-tuning WMF Kalman filter.