Title :
Modified Kalman filtering
Author :
Haykin, Simon ; Li, Liang
Author_Institution :
Commun. Res. Lab., McMaster Univ., Hamilton, Ont., Canada
fDate :
5/1/1994 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
