DocumentCode
2112463
Title
Application of Kalman filtering techniques in singular systems
Author
Bassong-Onana, A. ; Zasadzinski, M. ; Darouach, M.
Author_Institution
CRAN-EARAL-CNRS, Nancy I Univ., France
fYear
1993
fDate
15-17 Dec 1993
Firstpage
3308
Abstract
Practical Kalman filtering algorithms are applied to the real-time estimation process in singular systems. This paper particularly addresses the square-roots and sequential implementations which point out good numerical properties
Keywords
Kalman filters; discrete time systems; estimation theory; filtering and prediction theory; matrix algebra; state estimation; Kalman filtering; covariance matrix; discrete time systems; real-time estimation; sequential implementations; singular systems; square-roots; state estimation; Covariance matrix; Equations; Filtering algorithms; Gaussian noise; Information filtering; Information filters; Kalman filters; Noise measurement; State estimation; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location
San Antonio, TX
Print_ISBN
0-7803-1298-8
Type
conf
DOI
10.1109/CDC.1993.325819
Filename
325819
Link To Document