Title :
On the steady-state error of the fading memory filter
Author :
Gawrys, G.W. ; Vandelinde, V.D.
Author_Institution :
Johns Hopkins University, Baltimore, MD, USA
fDate :
8/1/1976 12:00:00 AM
Abstract :
The steady-state error of the fading memory filter is studied for stable, two-dimensional models with an uncertainty in the form of a constant, unknown control input. For a set of these models, it is observed that any age-weighting of the data can cause an error greater than that of the Kalman filter. This contradicts previous assumptions about the fading memory filter.
Keywords :
Linear systems, time-invariant discrete-time; State estimation; Aging; Contracts; Equations; Error correction; Fading; Kalman filters; Solid modeling; Steady-state; Uncertain systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1976.1101269
