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.
Simplified Solution for a Class of Fading Memory Filters
IEEE Transactions on Aerospace and Electronic Systems ; AES-23 , 3 ; 355-360
1987-05-01
1110793 byte
Article (Journal)
Electronic Resource
English
Simplified solution for a class of fading memory filters
NTRS | 1987
|Additions and Corrections to "Simplified Solution for a Class of Fading Memory Filters"
IEEE | 1987
Equations For Fading-Memory Filters
NTRS | 1987
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