• DocumentCode
    1112515
  • Title

    Modified Kalman filtering

  • Author

    Haykin, Simon ; Li, Liang

  • Author_Institution
    Commun. Res. Lab., McMaster Univ., Hamilton, Ont., Canada
  • Volume
    42
  • Issue
    5
  • fYear
    1994
  • fDate
    5/1/1994 12:00:00 AM
  • Firstpage
    1239
  • Lastpage
    1242
  • Abstract
    A modified Kalman filtering algorithm is described. The key point of the new algorithm is a model mismatch function, which accounts for deviation of the model from the ideal condition of orthogonality between the innovations process and past observations
  • Keywords
    Kalman filters; linear systems; matrix algebra; innovations process; linear systems; model mismatch function; modified Kalman filtering algorithm; modified covariance matrix; orthogonality; past observations; Equations; Filtering algorithms; Integrated circuit noise; Kalman filters; Linear systems; Noise measurement; Particle measurements; Predictive models; Technological innovation; Vectors;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.295192
  • Filename
    295192
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1112515