Conference
Modified Kalman filtering with an optimal target function
Abstract
A general criterion is given to improve the accuracy of the predicted state x(k/k-1) in Kalman filter processing. The criterion is based on the orthogonal relation between the innovations process and past observations. Though this relation is basic to the operation of the Kalman filter, it is often not satisfied in the course of computation because of many target factors. The authors use this relation to construct a target function for …
Authors
Li L; Haykin S
Volume
4
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Publication Date
January 1, 1992
DOI
10.1109/icassp.1992.226333
Name of conference
[Proceedings] ICASSP-92: 1992 IEEE International Conference on Acoustics, Speech, and Signal Processing
Conference proceedings
2013 IEEE International Conference on Acoustics, Speech and Signal Processing
ISSN
1520-6149