Title :
Tuning of the continuous-time Kalman filter from sampled data
Author :
Haverkamp, B.R.J. ; Verhaegen, M. ; Chou, C.T. ; Johansson, R.
Author_Institution :
Delft Univ. of Technol., Netherlands
Abstract :
This paper introduces a novel way to identify a stochastic continuous-time state space systems from sampled data. This allows us to tune a continuous-time Kalman filter. The key in solving this identification problem is the use a bank of Laguerre filters, which is used to transform the original system description to a so called w-domain
Keywords :
Kalman filters; filtering theory; sampled data filters; state estimation; state-space methods; stochastic systems; transforms; Laguerre filter bank; continuous-time Kalman filter tuning; sampled data; stochastic continuous-time state space system identification; system description transformation; w-domain; Convolution; Filtering; Filters; Gain measurement; Laplace equations; Noise measurement; State estimation; State-space methods; Stochastic systems; Tellurium;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.786246
