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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    Title :

    Simplified Solution for a Class of Fading Memory Filters


    Contributors:

    Published in:

    Publication date :

    1987-05-01


    Size :

    1110793 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English





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