Infinite-dimensional sampled-data Kalman filter

Author

Sallberg, Scott A. ; Maybeck, Peter S. ; Oxley, Mark E.

Author_Institution

MZA Assoc. Corp., Albuquerque, NM, USA

fYear

2010

fDate

15-17 Dec. 2010

Firstpage

7363

Lastpage

7368

Abstract

This paper contains a brief overview of the infinite-dimensional sampled-data Kalman filter (ISKF) derivation. The ISKF is essentially a mathematical extension of the (finite-dimensional) sampled-data Kalman filter that applies to a larger class of problems that satisfy the strongly continuous semigroup property which includes certain partial and delay differential equations.

Keywords

Kalman filters; multidimensional systems; partial differential equations; sampled data filters; sampled data systems; ISKF derivation; delay differential equation; infinite-dimensional sampled-data Kalman filter; mathematical extension; partial differential equation; semigroup property; Hilbert space; Kalman filters; Mathematical model; Noise; Noise measurement; Stochastic processes; Vectors;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control (CDC), 2010 49th IEEE Conference on

Conference_Location

Atlanta, GA

ISSN

0743-1546

Print_ISBN

978-1-4244-7745-6

Type

conf

DOI

10.1109/CDC.2010.5717156

Filename

5717156

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2567723