Title :
Infinite-dimensional sampled-data Kalman filter
Author :
Sallberg, Scott A. ; Maybeck, Peter S. ; Oxley, Mark E.
Author_Institution :
MZA Assoc. Corp., Albuquerque, NM, USA
Abstract :
This paper contains a brief overview of the infinite-dimensional sampled-data Kalman filter (ISKF) derivation. The ISKF is essentially a mathematical extension of the (finite-dimensional) sampled-data Kalman filter that applies to a larger class of problems that satisfy the strongly continuous semigroup property which includes certain partial and delay differential equations.
Keywords :
Kalman filters; multidimensional systems; partial differential equations; sampled data filters; sampled data systems; ISKF derivation; delay differential equation; infinite-dimensional sampled-data Kalman filter; mathematical extension; partial differential equation; semigroup property; Hilbert space; Kalman filters; Mathematical model; Noise; Noise measurement; Stochastic processes; Vectors;
Conference_Titel :
Decision and Control (CDC), 2010 49th IEEE Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
978-1-4244-7745-6
DOI :
10.1109/CDC.2010.5717156
