Kalman Filter Compensation for a Special Class of Systems
- 1 November 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. AES-13 (6) , 700-706
- https://doi.org/10.1109/taes.1977.308511
Abstract
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.Keywords
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