Minimization of roundoff errors in digital realizations of Kalman filters

Author

Amit, G. ; Shaked, U.

Author_Institution

Dept. of Electron. Syst., Tel-Aviv Univ., Ramat-Aviv, Israel

Volume

37

Issue

12

fYear

1989

fDate

12/1/1989 12:00:00 AM

Firstpage

1980

Lastpage

1982

Abstract

A comparison between D. Williamson´s method (IEEE Trans. Autom. Contr., vol.AC-30, p.930-9, 1985) and the 0-1 method for the design of the digital Kalman filter is made. The 0-1 method is shown to be much better than Williamson´s method and the other methods from the estimation-error pint of view, whereas Williamson´s method is slightly better than the 0-1 method from the computation-time point of view. Comparison with all the other transfer-function-based realizations shows that the designer of the digital Kalman filter has to choose only between the 0-1 and Williamson methods

Keywords

Kalman filters; digital filters; filtering and prediction theory; 0-1 method; Kalman filters; Williamson´s method; computation-time; digital filters; digital realizations; estimation-error; roundoff errors; transfer-function-based; Degradation; Digital arithmetic; Digital filters; Estimation error; Filtering; Kalman filters; Minimization methods; Roundoff errors; Transfer functions; White noise;

fLanguage

English

Journal_Title

Acoustics, Speech and Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

0096-3518

Type

jour

DOI

10.1109/29.45544

Filename

45544