Title :
Kalman-filter divergence due to process-noise decoupling
Author_Institution :
University of Tasmania, Department of Electrical Engineering, Hobart, Australia
fDate :
6/1/1974 12:00:00 AM
Abstract :
The paper discusses a Kalman-filter divergence problem, caused by the partial decoupling of the process-noise covariance. A simple method for determining the optimum observation matrix is presented. The effectiveness of the procedure is illustrated by a computer simulation.
Keywords :
Kalman filters; control engineering applications of computers; simulation; state estimation; Kalman filter divergence; computer simulation; optimum observation matrix; process noise decoupling; state estimation;
Journal_Title :
Electrical Engineers, Proceedings of the Institution of
DOI :
10.1049/piee.1974.0125
