Optimum Calibration
Calibration parameters are a typical example of those state parameters that may create serious observability problems if a narrow window of data (i.e. too few measurements) is continuously used by a Kalman filter (Lange, 1999). Observing instruments onboard orbiting satellites gives an example of optimal Kalman filtering where their calibration is done indirectly on ground (Olsson el al, 2001). There may also exist other state parameters that are hardly or not at all observable (estimable) if too small samples of data are processed (analysed) at a time by any sort of a Kalman filter.
Read more about this topic: Fast Kalman Filter
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