The discrete-time compensated kalman filter

作     者：Lee, Wing-Hong Athans, Michael 

作者机构：Laboratory for Information and Decision Systems Department of Electrical Engineering and Computer Science Massachusetts Institute of Technology Cambridge MA 02139 United States 

出 版 物：《International Journal of Control》 (Int J Control)

年 卷 期：1979年第29卷第2期

页      面：293-311页

学科分类：0711[理学-系统科学] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 0802[工学-机械工程] 081101[工学-控制理论与控制工程] 0811[工学-控制科学与工程] 0701[理学-数学] 071101[理学-系统理论] 0812[工学-计算机科学与技术（可授工学、理学学位）] 

基　　金：Langley Research Center  LaRC  (NSG-1312) 

摘      要：A suboptimal dynamic compensator to be used in conjunction with the ordinary discrete-time Kalman filter is derived. The resultant compensated Kalman filter has the property that steady-state bias estimation errors, resulting from modelling errors, are eliminated. The implementation of the compensated Kalman filter involves the use of accumulators in the residual channels in addition to the nominal dynamic model of the stochastic system. © 1979 Taylor & Francis Group, LLC.