Filter compensation techniques for several special but practical cases are discussed. A general set of bias and covariance equations for linear filters with modeling errors is first summarized. A method for relating the modeling errors to the selection of the covariance of "process noise" for model error compensation is suggested. A performance ordering for cases when the true system becomes a subsystem of the model used for the filter construction is given. A bias correcting filter is derived for the case when the filter is matched only to a subsystem of the actual system.


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    Title :

    Kalman Filter Compensation for a Special Class of Systems


    Contributors:
    Chang, C. B. (author) / Dunn, K. P. (author)

    Published in:

    Publication date :

    1977-11-01


    Size :

    2049881 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English



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