REDUCING THE COMPUTATIONAL LOAD OF A KALMAN FILTER

Authors
GORIS MJ GRAY DA MAREELS IMY
Citation
Mj. Goris et al., REDUCING THE COMPUTATIONAL LOAD OF A KALMAN FILTER, Electronics Letters, 33(18), 1997, pp. 1539-1541
Citations number
3
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
Electronics Letters → ACNP
ISSN journal
00135194
Volume
33
Issue
18
Year of publication
1997
Pages
1539 - 1541
Database
ISI
SICI code
0013-5194(1997)33:18<1539:RTCLOA>2.0.ZU;2-C
Abstract
The Kalman filter is a powerful tool in linear-systems analysis. The a uthors present a particular application in which there are more measur ements than states. In such an application, the state-space system can be replaced by an equivalent one that has the same number of measurem ents as states. The Kalman filter will produce the same stale estimate s for both systems. Using the equivalent system leads to a substantial saving in computer operations.