A fading memory filter is a least squares estimator (LSE) thatapplies an exponentially decaying weight to past measurements.When compared with a standard Kalman filter, its key advantagesare asymptotic stability and reduced sensitivity to modeling errors.This paper derives a simple solution for a class of fading memoryfilters, resulting in a reduction in computational complexity. Steadystate filter solutions are obtained for second-and third-order filtersused in a global positioning system (GPS) receiver for high dynamicvehicles.


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    Titel :

    Simplified Solution for a Class of Fading Memory Filters


    Beteiligte:

    Erschienen in:

    Erscheinungsdatum :

    01.05.1987


    Format / Umfang :

    1110793 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch





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