Kalman Filtering Error Due to Inaccuracy in Filter’s Initial Condition
| Autor: | J. Boka, Zoran Gajic |
|---|---|
| Rok vydání: | 1997 |
| Předmět: |
Mechanical Engineering
Invariant extended Kalman filter Computer Science Applications Extended Kalman filter Control and Systems Engineering Control theory Filtering problem Initial value problem Ensemble Kalman filter Fast Kalman filter Instrumentation Alpha beta filter Information Systems Mathematics Root-raised-cosine filter |
| Zdroj: | Journal of Dynamic Systems, Measurement, and Control. 119:119-122 |
| ISSN: | 1528-9028 0022-0434 |
| DOI: | 10.1115/1.2801202 |
| Popis: | It is a very well known fact that the initial condition of the optimal linear Kalman filter has to be set at the mean value of the system initial state. In this paper, we have derived an expression for the filtering error in the case when this condition is not satisfied. Both continuous- and discrete-time domain filters are considered. The obtained results are simple and elegant and clearly indicate the effect of the erroneous filter’s initial condition. An example is included in order to demonstrate the results obtained. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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