• DocumentCode
    814725
  • Title

    A note on Kalman-Bucy filters with zero measurement noise

  • Author

    Moylan, P.J.

  • Author_Institution
    University of Newcastle, Newcastle, New South Wales, Australia
  • Volume
    19
  • Issue
    3
  • fYear
    1974
  • fDate
    6/1/1974 12:00:00 AM
  • Firstpage
    263
  • Lastpage
    264
  • Abstract
    The limiting form of the Kalman-Bucy filter as measurement noise tends to zero does not, in general, correspond to the optimal filter derived assuming zero measurement noise. This may be considered to be due to a difference in initial conditions.
  • Keywords
    Kalman filtering; Linear systems, time-invariant continuous-time; Adaptive filters; Covariance matrix; Educational institutions; Fading; Filtering algorithms; Gaussian noise; Noise measurement; Nonlinear filters; State estimation; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100570
  • Filename
    1100570
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=814725