FAST TRACKING AND NOISE-IMMUNIZED RLS ALGORITHM-BASED ON KALMAN FILTER

Authors
EOM KS JUN BE PARK DJ
Citation
Ks. Eom et al., FAST TRACKING AND NOISE-IMMUNIZED RLS ALGORITHM-BASED ON KALMAN FILTER, Electronics Letters, 32(25), 1996, pp. 2311-2312
Citations number
4
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Electronics Letters → ACNP
ISSN journal
00135194
Volume
32
Issue
25
Year of publication
1996
Pages
2311 - 2312
Database
ISI
SICI code
0013-5194(1996)32:25<2311:FTANRA>2.0.ZU;2-5
Abstract
A new least-squares algorithm based on the Kalman filter is presented. The algorithm has a self-perturbing term added to the covariance matr ix, which keeps the gain vector from going infinitely small. It not on ly has a fast tracking capability, but also is immunised against measu rement noise. The effectiveness of the algorithm are confirmed through computer simulations.