Reducing the computational load of a Kalman filter
Date
1997
Authors
Goris, M.
Gray, D.
Mareels, I.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Electronics Letters, 1997; 33(18):1539-1541
Statement of Responsibility
M. J. Goris, D. A. Gray and I. M. Y. Mareels
Conference Name
Abstract
The Kalman filter is a powerful tool in linear-systems analysis. The authors present a particular application in which there are more measurements than states. In such an application, the state-space system can be replaced by an equivalent one that has the same number of measurements as states. The Kalman filter will produce the same state estimates for both systems. Using the equivalent system leads to a substantial saving in computer operations.
School/Discipline
Dissertation Note
Provenance
Description
Access Status
Rights
© IEE 1997