DESIGN OF KALMAN FILTERS USING SIGNAL-MODEL OUTPUT STATISTICS.

Le Hung Son; B. D.O. Anderson

doi:10.1049/piee.1973.0063

DESIGN OF KALMAN FILTERS USING SIGNAL-MODEL OUTPUT STATISTICS.

Le Hung Son^*, B. D.O. Anderson

^*Corresponding author for this work

School of Engineering

Research output: Contribution to journal › Article › peer-review

15 Citations (Scopus)

Abstract

The Kalman filter depends only on the output statistics of the message model; a technique for filter construction using only these statistics is given. The performance of the filter is considered, and, for state rather than signal estimation, the performance is found to depend on the details of the model, as distinct from its output statistics.

Original language	English
Pages (from-to)	312-318
Number of pages	7
Journal	Proceedings of the Institution of Electrical Engineers
Volume	120
Issue number	2
DOIs	https://doi.org/10.1049/piee.1973.0063
Publication status	Published - 1973

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title = "DESIGN OF KALMAN FILTERS USING SIGNAL-MODEL OUTPUT STATISTICS.",

abstract = "The Kalman filter depends only on the output statistics of the message model; a technique for filter construction using only these statistics is given. The performance of the filter is considered, and, for state rather than signal estimation, the performance is found to depend on the details of the model, as distinct from its output statistics.",

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DESIGN OF KALMAN FILTERS USING SIGNAL-MODEL OUTPUT STATISTICS.

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