• DocumentCode
    1433369
  • Title

    Kalman-filter divergence due to process-noise decoupling

  • Author

    Thé, G.

  • Author_Institution
    University of Tasmania, Department of Electrical Engineering, Hobart, Australia
  • Volume
    121
  • Issue
    6
  • fYear
    1974
  • fDate
    6/1/1974 12:00:00 AM
  • Firstpage
    525
  • Lastpage
    528
  • Abstract
    The paper discusses a Kalman-filter divergence problem, caused by the partial decoupling of the process-noise covariance. A simple method for determining the optimum observation matrix is presented. The effectiveness of the procedure is illustrated by a computer simulation.
  • Keywords
    Kalman filters; control engineering applications of computers; simulation; state estimation; Kalman filter divergence; computer simulation; optimum observation matrix; process noise decoupling; state estimation;
  • fLanguage
    English
  • Journal_Title
    Electrical Engineers, Proceedings of the Institution of
  • Publisher
    iet
  • ISSN
    0020-3270
  • Type

    jour

  • DOI
    10.1049/piee.1974.0125
  • Filename
    5251634
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1433369