DocumentCode
1430787
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
Volume
120
Issue
2
fYear
1973
fDate
2/1/1973 12:00:00 AM
Firstpage
312
Lastpage
318
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;
fLanguage
English
Journal_Title
Electrical Engineers, Proceedings of the Institution of
Publisher
iet
ISSN
0020-3270
Type
jour
DOI
10.1049/piee.1973.0063
Filename
5251173
Link To Document