• DocumentCode
    1281433
  • Title

    Reducing the computational load of a Kalman filter

  • Author

    Goris, M.J. ; Gray, D.A. ; Mareels, I.M.Y.

  • Author_Institution
    Netherlands Found. for Res. in Astron., Dwingeloo, Netherlands
  • Volume
    33
  • Issue
    18
  • fYear
    1997
  • fDate
    8/28/1997 12:00:00 AM
  • Firstpage
    1539
  • Lastpage
    1541
  • Abstract
    The Kalman filter is a powerful tool in linear-systems analysis. The authors present a particular application in which there are more measurements than states. In such an application, the state-space system can be replaced by an equivalent one that has the same number of measurements as states. The Kalman filter will produce the same state estimates for both systems. Using the equivalent system leads to a substantial saving in computer operations
  • Keywords
    Kalman filters; linear systems; state estimation; state-space methods; Kalman filter; computational load; linear-systems analysis; state estimates; state-space system;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19971058
  • Filename
    629645
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1281433