• DocumentCode
    805917
  • Title

    Decomposition of the extended Kalman filter

  • Author

    Sastry, V.

  • Author_Institution
    University of Alberta, Edmonton, Alberta, Canada
  • Volume
    16
  • Issue
    3
  • fYear
    1971
  • fDate
    6/1/1971 12:00:00 AM
  • Firstpage
    260
  • Lastpage
    261
  • Abstract
    The use of the extended Kalman filter as an approximate estimator for the states and parameters of nonlinear systems is well known. A decomposition is pointed out in this letter, which is possible with the usual augumentations of the state space by parameters, and which may lead to a more efficient computing algorithm.
  • Keywords
    Decoupling of systems; Discrete-time systems, nonlinear; Kalman filtering; Nonlinear systems, discrete-time; Parameter estimation; Covariance matrix; Differential equations; Filtering; Filters; Matrix decomposition; Noise measurement; Stochastic processes; Stochastic resonance; Stochastic systems; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1971.1099709
  • Filename
    1099709
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=805917