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Kalman filter modeling
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Brown, R. G. |
| Copyright Year | 1984 |
| Description | The formulation of appropriate state-space models for Kalman filtering applications is studied. The so-called model is completely specified by four matrix parameters and the initial conditions of the recursive equations. Once these are determined, the die is cast, and the way in which the measurements are weighted is determined foreverafter. Thus, finding a model that fits the physical situation at hand is all important. Also, it is often the most difficult aspect of designing a Kalman filter. Formulation of discrete state models from the spectral density and ARMA random process descriptions is discussed. Finally, it is pointed out that many common processes encountered in applied work (such as band-limited white noise) simply do not lend themselves very well to Kalman filter modeling. |
| File Size | 430188 |
| Page Count | 12 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19850020925 |
| Archival Resource Key | ark:/13960/t57d7qh2h |
| Language | English |
| Publisher Date | 1984-01-01 |
| Access Restriction | Open |
| Subject Keyword | Systems Analysis Equations of State Recursive Functions White Noise Linear Transformations Mathematical Models Discrete Functions Kalman Filters Weighting Functions Matrices Mathematics Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Article |
