Sub-optimal Gain Schedules for the Discrete Kalman Filter

Sub-optimal Gain Schedules for the Discrete Kalman Filter PDF Author: Robert Allen Crotteau
Publisher:
ISBN:
Category :
Languages : en
Pages : 36

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Book Description
The object of this study is to find an approximation to the discrete optimal Kalman filter gain schedule by closed-form analytic expressions. In doing so, required table storage and/or on-line computation time can be reduced at little expense in terms of filter performance degradation. The method of least squares was used to determine the closed-form solution which was the best fit to the discrete Kalman filter gain schedule. The criterion for performance degradation was the difference between the values of the diagonal elements of the estimation covariance matrix, obtained by using the Kalman gain schedule, and the corresponding values obtained by using the closed-form analytic expressions for the elements of the gain matrix. Examples are presented to show that near-optimal results were obtained using this method. A comparison of the results of this study with another near-optimal estimation scheme is also included. (Author).

Sub-optimal Gain Schedules for the Discrete Kalman Filter

Sub-optimal Gain Schedules for the Discrete Kalman Filter PDF Author: Robert Allen Crotteau
Publisher:
ISBN:
Category :
Languages : en
Pages : 36

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Book Description
The object of this study is to find an approximation to the discrete optimal Kalman filter gain schedule by closed-form analytic expressions. In doing so, required table storage and/or on-line computation time can be reduced at little expense in terms of filter performance degradation. The method of least squares was used to determine the closed-form solution which was the best fit to the discrete Kalman filter gain schedule. The criterion for performance degradation was the difference between the values of the diagonal elements of the estimation covariance matrix, obtained by using the Kalman gain schedule, and the corresponding values obtained by using the closed-form analytic expressions for the elements of the gain matrix. Examples are presented to show that near-optimal results were obtained using this method. A comparison of the results of this study with another near-optimal estimation scheme is also included. (Author).

Sub-optimal Gain Schedules for the Discrete Kalman Filter

Sub-optimal Gain Schedules for the Discrete Kalman Filter PDF Author:
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
The object of this study is to find an approximation to the discrete optimal Kalman filter gain schedule by closed-form analytic expressions. In doing so, required table storage and/or on-line computation time can be reduced at little expense in terms of filter performance degradation. The method of least squares was used to determine the closed-form solution which was the best fit to the discrete Kalman filter gain schedule. The criterion for performance degradation was the difference between the values of the diagonal elements of the estimation covariance matrix, obtained by using the Kalman gain schedule, and the corresponding values obtained by using the closed-form analytic expressions for the elements of the gain matrix. Examples are presented to show that near-optimal results were obtained using this method. A comparison of the results of this study with another near-optimal estimation scheme is also included. (Author).

Scientific and Technical Aerospace Reports

Scientific and Technical Aerospace Reports PDF Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 768

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Compilation of Abstracts of Dissertations, Theses and Research Papers Submitted by Candidates for Degrees

Compilation of Abstracts of Dissertations, Theses and Research Papers Submitted by Candidates for Degrees PDF Author: Naval Postgraduate School (U.S.)
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 792

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Abstracts of Dissertations, Theses and Research Papers Submitted by Candidates for Degrees

Abstracts of Dissertations, Theses and Research Papers Submitted by Candidates for Degrees PDF Author: Naval Postgraduate School (U.S.)
Publisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 628

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Introduction and Implementations of the Kalman Filter

Introduction and Implementations of the Kalman Filter PDF Author: Felix Govaers
Publisher: BoD – Books on Demand
ISBN: 1838805362
Category : Computers
Languages : en
Pages : 130

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Book Description
Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.

Suboptimal Kalman Filtering

Suboptimal Kalman Filtering PDF Author: Farshad Rafii
Publisher:
ISBN:
Category : Kalman filtering
Languages : en
Pages : 268

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Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems PDF Author: O.L.V. Costa
Publisher: Springer Science & Business Media
ISBN: 1846280826
Category : Mathematics
Languages : en
Pages : 287

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Book Description
This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time

Atmospheric Turbulence Relative to Aviation, Missile, and Space Programs

Atmospheric Turbulence Relative to Aviation, Missile, and Space Programs PDF Author: Dennis W. Camp
Publisher:
ISBN:
Category : Aerodynamics
Languages : en
Pages : 272

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Book Description


Mathematical System Theory

Mathematical System Theory PDF Author: Athanasios C. Antoulas
Publisher: Springer Science & Business Media
ISBN: 3662085461
Category : Technology & Engineering
Languages : en
Pages : 589

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Book Description
Over the past three decades R.E. Kalman has been one of the most influential personalities in system and control theory. His ideas have been instrumental in a variety of areas. This is a Festschrift honoring his 60th birthday. It contains contributions from leading researchers in the field giving an account of the profound influence of his ideas in a number of areas of active research in system and control theory. For example, since their introduction by Kalman in the early 60's, the concepts of controllability and observability of dynamical systems with inputs, have been the corner stone of the great majority of investigations in the field.