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Title: Analytical study of the Kalman filter for stationary dynamic systems
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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
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Pages:
Source:
AMCS, volume 3, number 2 (1993) ; click here to follow the link
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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)
- 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:
Sep 1, 2021
In our library since:
Jul 7, 2020
Number of object content hits:
67
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/63828
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 25 (2015)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 22 (2012)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 20 (2010)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 18 (2008)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 15 (2005)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 13 (2003)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 12 (2002)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 11 (2001)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 10 (2000)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 9 (1999)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 8 (1998)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 7 (1997)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 6 (1996)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 5 (1995)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 4 (1994)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3, number 1 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3, number 2 (1993)
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- Analytical study of the Kalman filter for stationary dynamic systems
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3, number 3 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3, number 4 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 3, number 1 (1993)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 2 (1992)
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International Journal of Applied Mathematics and Computer Science (AMCS),volume 1 (1991)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Analytical study of the Kalman filter for stationary dynamic systems | Sep 1, 2021 |
