DocumentCode
404636
Title
LAPACK-based condition and error estimators for Kalman filter design
Author
Petkov, P.Hr. ; Konstantinov, M.M. ; Christov, N.D.
Author_Institution
Dept. of Autom., Technical Univ. of Sofia, Bulgaria
Volume
3
fYear
2003
fDate
9-12 Dec. 2003
Firstpage
2381
Abstract
The paper deals with the efficient computation of condition and error estimates in the continuous-time Kalman filter design. LAPACK-based estimators are proposed involving the solution of triangular Lyapunov equations along with one-norm computation.
Keywords
Kalman filters; Lyapunov methods; circuit CAD; continuous time systems; error analysis; filtering theory; Kalman filter design; LAPACK-based condition; continuous-time; error estimators; one-norm computation; triangular Lyapunov equations; Algorithms; Civil engineering; Computer architecture; Filters; Mathematics; Numerical stability; Riccati equations; State estimation; Steady-state; Symmetric matrices;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7924-1
Type
conf
DOI
10.1109/CDC.2003.1272975
Filename
1272975
Link To Document