Title :
Guaranteed state estimation accuracies with roundoff error
Author :
Skelton, R.E. ; Williamson, D.
Author_Institution :
Purdue Univ., Lafayette, IN, USA
Abstract :
Kalman filter theory is modified to accommodate roundoff errors in state computation. Two problems are solved: (i) choosing the wordlength required for each state computation to guarantee specified estimation accuracies of multiple output variables of interest; and (ii) finding the minimal variance estimator subject to inequality constraints on wordlength for state computation
Keywords :
Kalman filters; filtering and prediction theory; state estimation; Kalman filter; inequality constraints; roundoff error; state estimation; wordlength; Fixed-point arithmetic; Floating-point arithmetic; Large-scale systems; Matrix converters; Optimal control; Roundoff errors; Signal processing algorithms; State estimation; Upper bound; White noise;
Conference_Titel :
Decision and Control, 1990., Proceedings of the 29th IEEE Conference on
Conference_Location :
Honolulu, HI
DOI :
10.1109/CDC.1990.203599
