Title :
Design of Kalman filters using signal-model output statistics
Author :
Son, Le Hung ; Anderson, B.D.O.
Author_Institution :
University of Newcastle, Department of Electrical Engineering, Newcastle, Australia
fDate :
2/1/1973 12:00:00 AM
Abstract :
The Kalman filter depends only on the output statistics of the message model; a technique for filter construction using only these statistics is given. The performance of the filter is considered, and, for state rather than signal estimation, the performance is found to depend on the details of the model, as distinct from its output statistics.
Keywords :
Kalman filters; statistical analysis; Kalman filters; signal model output statistics;
Journal_Title :
Electrical Engineers, Proceedings of the Institution of
DOI :
10.1049/piee.1973.0063
