• DocumentCode
    3009593
  • Title

    Required signal to noise ratio for rapid estimation scheme having marginally stable Kalman filter

  • Author

    Sonalkar, R.V. ; Shen, C.N.

  • Author_Institution
    Rensselaer Polytechnic Institute, Troy, New York
  • fYear
    1975
  • fDate
    10-12 Dec. 1975
  • Firstpage
    351
  • Lastpage
    352
  • Abstract
    The Rapid Estimation Scheme (RES) for estimation of states subject to unknown inputs has been described in Refs. 1 and 2. Kalman filter (KF) was observed to be divergent in some computer simulations when the states changed suddenly due to unknown inputs. This paper derives sufficient conditions for the convergence of KF after the occurrence of unknown inputs and also determines the conditions on the signal to noise ratio for the effectiveness of either KF or RES.
  • Keywords
    Convergence of numerical methods; Covariance matrix; Differential equations; Filters; Recursive estimation; Signal to noise ratio; State estimation; Sufficient conditions; Systems engineering and theory;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
  • Conference_Location
    Houston, TX, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1975.270704
  • Filename
    4045431
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3009593