A fading memory filter is a least squares estimator (LSE) that applies an exponentially decaying weight to past measurements. When compared with a standard Kalman filter, its key advantages are asymptotic stability and reduced sensitivity to modeling errors. This paper derives a simple solution for a class of fading memory filters, resulting in a reduction in computational complexity. Steady state filter solutions are obtained for second- and third-order filters used in a global positioning system (GPS) receiver for high dynamic vehicles.
Simplified solution for a class of fading memory filters
1987-05-01
Miscellaneous
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English
Simplified Solution for a Class of Fading Memory Filters
IEEE | 1987
|Additions and Corrections to "Simplified Solution for a Class of Fading Memory Filters"
IEEE | 1987
Equations For Fading-Memory Filters
NTRS | 1987
|AIAA | 2015
|AIAA | 2005
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