DocumentCode
807420
Title
On innovation sequence testing of the Kalman filter
Author
Boozer, Drayton D. ; Daniel, Willie L Mc, Jr.
Author_Institution
Teledyne-Brown Engineering, Huntsville, AL, USA
Volume
17
Issue
1
fYear
1972
fDate
2/1/1972 12:00:00 AM
Firstpage
158
Lastpage
160
Abstract
SequentiaUy proven statements are given showing that the whiteness of the innovation sequence of a steady-state Kalman filter is not a sufficient condition for the optimality of the filter. Simulation results are given which verify each of the statements. Definite conclusions are reached concerning the identification of a class of systems by using the output sequence.
Keywords
Innovations methods; Kalman filtering; Delay effects; Filtering; Kalman filters; Maximum likelihood detection; Maximum likelihood estimation; Nonlinear filters; State estimation; Technological innovation; Testing; Time varying systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099855
Filename
1099855
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