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

Figure 15

The curve of velocity errors 𝑒₂(𝑡)=𝑥^(II)₂(𝑡∣𝑡)−𝑥^(II₂^)𝑠(𝑡∣𝑡) for optimal and self-tuning WMF Kalman filter.