Conference proceeding
Kalman Filtering: One Form Fits All - An Innovative, Pure Square Root Process
1990 American Control Conference, pp 2959-2964
May 1990
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.
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Details
- Title
- Kalman Filtering: One Form Fits All - An Innovative, Pure Square Root Process
- Creators
- Paul Kalata - Drexel UniversitySamuel L Fagin - Fagin Systems Associates, Inc., Wynnewood, Pennsylvania 19096
- Publication Details
- 1990 American Control Conference, pp 2959-2964
- Conference
- 1990 American Control Conference
- Publisher
- IEEE
- Number of pages
- 1
- Resource Type
- Conference proceeding
- Language
- English
- Academic Unit
- [Retired Faculty]
- Other Identifier
- 991019182656604721