Title :
Application of Kalman filtering techniques in singular systems
Author :
Bassong-Onana, A. ; Zasadzinski, M. ; Darouach, M.
Author_Institution :
CRAN-EARAL-CNRS, Nancy I Univ., France
Abstract :
Practical Kalman filtering algorithms are applied to the real-time estimation process in singular systems. This paper particularly addresses the square-roots and sequential implementations which point out good numerical properties
Keywords :
Kalman filters; discrete time systems; estimation theory; filtering and prediction theory; matrix algebra; state estimation; Kalman filtering; covariance matrix; discrete time systems; real-time estimation; sequential implementations; singular systems; square-roots; state estimation; Covariance matrix; Equations; Filtering algorithms; Gaussian noise; Information filtering; Information filters; Kalman filters; Noise measurement; State estimation; Stochastic systems;
Conference_Titel :
Decision and Control, 1993., Proceedings of the 32nd IEEE Conference on
Conference_Location :
San Antonio, TX
Print_ISBN :
0-7803-1298-8
DOI :
10.1109/CDC.1993.325819
