• DocumentCode
    969057
  • Title

    Improved understanding of the loss-of-symmetry phenomenon in the conventional Kalman filter

  • Author

    Verhaegen, M.H.

  • Author_Institution
    Dept. of Electr. Eng., Delft Univ. of Technol., Netherlands
  • Volume
    34
  • Issue
    3
  • fYear
    1989
  • fDate
    3/1/1989 12:00:00 AM
  • Firstpage
    331
  • Lastpage
    333
  • Abstract
    An unclear treatment is corrected of the conventional Kalman filter implementation as presented by M. H. Verhaegen and P. van Dooren (1986). It shows that the habitual implementation of the Kalman filter makes it extremely sensitive to the so-called loss-of-symmetry phenomenon. Furthermore, it is also demonstrated that an exact implementation of the conventional Kalman filter removes this sensitivity
  • Keywords
    Kalman filters; filtering and prediction theory; Kalman filter; Verhaegen; error propagation; loss-of-symmetry; signal processing; van Dooren; Adaptive estimation; Adaptive filters; Adaptive signal processing; Automatic control; Computational complexity; Control systems; Error analysis; Kalman filters; Silicon compounds; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.16426
  • Filename
    16426
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=969057