Impact of correlation errors on optimum Kalman filter matrices gains identification in multicoordinate systems

Author

Cardoso, Rafael ; Hemerly, Elder Moreira ; Câmara, Helder Tavares ; Grundling, Hilton Abílio

Author_Institution

Centro de Tecnologia, Univ. Fed. de Santa Maria, Brazil

fYear

2005

fDate

8-10 June 2005

Firstpage

4619

Abstract

This paper investigates the impact that errors in the innovation correlation calculations has upon the steady-state Kalman filter gain identification. This issue arises in all real time applications, where the correlations must he calculated from experimental data. The algorithm proposed by [L. Hong (1991)] is considered and equations describing the impact are established. Simulation results are presented and discussed. Finally, experimental results for the algorithm in [L. Hong (1991)], applied to estimate the states of a servo system, are presented.

Keywords

Kalman filters; correlation methods; optimisation; servomechanisms; state estimation; correlation errors; multicoordinate systems; optimum Kalman filter matrices gains identification; servo system state estimation; steady-state Kalman filter gain identification; Covariance matrix; Equations; Filters; Linear systems; Sensor systems; Servomechanisms; State estimation; Steady-state; Technological innovation; Uncertainty;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2005. Proceedings of the 2005

ISSN

0743-1619

Print_ISBN

0-7803-9098-9

Electronic_ISBN

0743-1619

Type

conf

DOI

10.1109/ACC.2005.1470724

Filename

1470724