Title :
Gain correction in optimal filtering using floating point arithmetic
Author_Institution :
Georgia Institute of Technology, Atlanta, Georgia
Abstract :
The effects of the finite word length in a floating point implementation of the least squares filter is discussed. Optimal precomputable gains are given, and a computationally more attractive approximation is given.
Keywords :
Books; Filtering; Floating-point arithmetic; Kalman filters;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272052
