Title :
Comments on "Analytical Steady-State Solution for a Continuous Time Kalman Filter"
Author_Institution :
NRIMS/CSIR P.O. Box Pretoria 001 South Africa
fDate :
7/1/1987 12:00:00 AM
Abstract :
The analytical expression for the steady-state solution to acontinuous-time Kalman filter with two state variables consideredby Ekstrand is found by directly solving the continuous-timealgebraic Ricatti equation.
Keywords :
Africa; Covariance matrix; Noise measurement; Notice of Violation; Position measurement; Riccati equations; Sampling methods; Steady-state; Time measurement; Velocity measurement;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
DOI :
10.1109/TAES.1987.310895
