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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Kalata, Paul Fagin, Samuel L. |
| Copyright Year | 1990 |
| Description | Author affiliation: Department of Electrical and Computer Engineering, Drexel University, Philadelphia, Pennsylvania 19104 (Kalata, Paul) || Fagin Systems Associates, Inc., Wynnewood, Pennsylvania 19096 (Fagin, Samuel L.) |
| Abstract | This paper addresses two problems associated with implementing Kalman Filters. The first problem concerns linear systems with colored/correlated plant and measurement noise processes. It is shown that by restructuring the system formulation, one convenient form of the Kalman Filter can be used to fit all colored/correlated noise cases. This formulation allows for direct measurement element processing even when its noise covariance matrix is non-diagonal. An extension of the restructuring process leads to an innovative, pure square root filtering process. The termn "pure" is used in the sense that both the time and measurement updating processes are elegant and simple without data compression which introduce round-off errors. The process formulates the square root using Set Matrices which contain the error covariance information. |
| Starting Page | 2959 |
| Ending Page | 2964 |
| File Size | 428005 |
| Page Count | 6 |
| File Format | |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 1990-05-23 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | American Automatic Control Council(AACC) |
| Subject Keyword | Kalman filters Filtering Colored noise Noise measurement Covariance matrix Time measurement Linear systems Q measurement Color White noise |
| Content Type | Text |
| Resource Type | Article |
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