Multiple model adaptive Kalman filter for the system without the knowledge of process noise

To solve the bad transient response of a conventional adaptive Kalman filter, multiple Kalman filters based on different noise covariances and a conventional adaptive Kalman filter (AKF) were used to form a multiple model adaptive Kalman filter (MMAKF) by using a switching index function. Compared with a conventional AKF, the MMAKF could improve the transient response greatly without losing the characteristic of the conventional AKF.