Zo. Wang et Jp. Zhang, A KALMAN FILTER ALGORITHM USING A MOVING WINDOW WITH APPLICATIONS, International Journal of Systems Science, 26(8), 1995, pp. 1465-1478
Citations number
7
Categorie Soggetti
System Science","Computer Science Theory & Methods","Operatione Research & Management Science
One of the conditions of using a Kalman filter is to have a precise mo
del. If the precise model does not exist, the precision of the filter
will not be guaranteed, and the filter may even diverge. Unfortunately
, it is difficult to obtain a precise model. Usually the model is obta
ined through estimation, therefore due to the accuracy of this estimat
ion, there always exists a difference between the estimated model and
the precise model. In order to prevent the filter from divergence and
enhance the precision of the tilter, a Kalman filter algorithm using a
moving window (KFMW) is derived, and some applications of the KFMW ar
e given in this paper.