A simple treatment for suboptimal Kalman filtering in case of measurement data missing

1 March 1990

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems

Vol. 26 (2) , 413-415
https://doi.org/10.1109/7.53450

Abstract

A very simple yet efficient suboptimal Kalman filtering algorithm is proposed for the standard filtering process in an environment where some measurement data are missing. A convergence analysis for the algorithm is given.

Keywords

KALMAN FILTERS
COMPUTER AIDED SOFTWARE ENGINEERING
CONVERGENCE
STATE ESTIMATION
FILTERING ALGORITHMS
MEASUREMENT STANDARDS
INFORMATION FILTERING
INFORMATION FILTERS
ALGORITHM DESIGN AND ANALYSIS
SMOOTHING METHODS

This publication has 2 references indexed in Scilit:

Kalman Filtering with Real-Time Applications
Published by Springer Nature ,1987
Time Series Analysis of Irregularly Observed Data
Published by Springer Nature ,1984