KALMAN-FILTER DIVERGENCE DUE TO PROCESS-NOISE DECOUPLING

作     者：THE, G 

作者机构：UNIV TASMANIA DEPT ELECT ENGN BOX 252 C GPO HOBART 7001 TASMANIA AUSTRALIA 

出 版 物：《PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON》 (Proc Inst Electr Eng (Lond))

年 卷 期：1974年第121卷第6期

页      面：525-528页

核心收录：

主　　题：state estimation computer simulation Convergence process noise decoupling optimum observation matrix control engineering applications of computers Kalman filter divergence simulation Kalman filters 

摘      要：The paper discusses a Kalman-filter divergence problem, caused by the partial decoupling of the process-noise covariance. A simple method for determining the optimum observation matrix is presented. The effectiveness of the procedure is illustrated by a computer simulation.