Analytical expressions are given for the steady-state solution to a continuous time Kalman filter for a two-state model where both states are measured. The solution is obtained by a limiting operation on the known solution for the corresponding discrete time case. The solution is visualized in two graphs. The filter transfer function is also given.


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    Title :

    Analytical Steady-State Solution for a Continuous Time Kalman Filter


    Contributors:

    Published in:

    Publication date :

    1985-11-01


    Size :

    873111 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English