DocumentCode
1151010
Title
Comments on "Analytical Steady-State Solution for a Continuous Time Kalman Filter"
Author
Pachter, M.
Author_Institution
NRIMS/CSIR P.O. Box Pretoria 001 South Africa
Issue
4
fYear
1987
fDate
7/1/1987 12:00:00 AM
Firstpage
596
Lastpage
597
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;
fLanguage
English
Journal_Title
Aerospace and Electronic Systems, IEEE Transactions on
Publisher
ieee
ISSN
0018-9251
Type
jour
DOI
10.1109/TAES.1987.310895
Filename
4104390
Link To Document