Title :
An analysis of convergence problems in Kalman filtering which arise from numerical effects
Author :
Hall, Eric B. ; Wise, Gary L.
Author_Institution :
Dept. of Electr. Eng., Southern Methodist Univ., Dallas, TX, USA
Abstract :
Various problems associated with minimum mean square, affine, recursive estimation based upon quantized data are presented and analyzed. A discussion is presented of the failure of a Kalman filter to provide a useful estimate
Keywords :
Kalman filters; convergence; estimation theory; filtering and prediction theory; Kalman filtering; convergence problems; minimum mean square; numerical effects; quantized data; recursive estimation; Convergence of numerical methods; Electric variables measurement; Filtering; Kalman filters; Linear algebra; Probability; Random variables; Recursive estimation; Vectors; Yield estimation;
Conference_Titel :
Circuits and Systems, 1990., Proceedings of the 33rd Midwest Symposium on
Conference_Location :
Calgary, Alta.
Print_ISBN :
0-7803-0081-5
DOI :
10.1109/MWSCAS.1990.140716
