Authors
Citation
Eg. Gridina et al., MODIFIED KALMAN FILTER, Measurement techniques, 39(5), 1996, pp. 477-482
Citations number
6
Categorie Soggetti
Instument & Instrumentation",Engineering
Journal title
ISSN journal
05431972
Volume
39
Issue
5
Year of publication
1996
Pages
477 - 482
Database
ISI
SICI code
0543-1972(1996)39:5<477:MKF>2.0.ZU;2-Z
Abstract
This article presents a modification of Kalman filters for the problem
of predicting random processes. It differs from modifiable-value filt
ers in the use of constant coefficients in the corresponding expressio
ns and the absence of a need for knowledge of the correlation function
of the random signals subject to optimal filtration.