Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: Analytical study of the Kalman filter for stationary dynamic systems
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Group publication title:
Abstract:
This paper is devoted to development of analytical approach to the Kalman filter study. This approach is based upon making use of Riccati equation solution for a class of dynamic systems considered, as well as Kalman and Wiener filters transition matrices. An example of a moving object state estimation shows advantages of the method proposed, the main of which are substantial reduction of computational expenses on modelling of estimation algorithm and a possibility of analytical study of estimation results. A case of correlated measurement noise is also considered. ; Optimal and suboptimal filters are applied to this case, and expressions for filtering errors are derived. The results obtained can be used to determine a possibility of using suboptimal instead of optimal filters, and to reduce computational expenses.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 3, number 2 (1993) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (1993)
Last modified:
Jul 14, 2025
In our library since:
Jul 7, 2020
Number of object content hits:
134
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/63828
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| Edition name | Date |
|---|---|
| Analytical study of the Kalman filter for stationary dynamic systems | Jul 14, 2025 |
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