Title :
LAPACK-based condition and error estimators for Kalman filter design
Author :
Petkov, P.Hr. ; Konstantinov, M.M. ; Christov, N.D.
Author_Institution :
Dept. of Autom., Technical Univ. of Sofia, Bulgaria
Abstract :
The paper deals with the efficient computation of condition and error estimates in the continuous-time Kalman filter design. LAPACK-based estimators are proposed involving the solution of triangular Lyapunov equations along with one-norm computation.
Keywords :
Kalman filters; Lyapunov methods; circuit CAD; continuous time systems; error analysis; filtering theory; Kalman filter design; LAPACK-based condition; continuous-time; error estimators; one-norm computation; triangular Lyapunov equations; Algorithms; Civil engineering; Computer architecture; Filters; Mathematics; Numerical stability; Riccati equations; State estimation; Steady-state; Symmetric matrices;
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
Print_ISBN :
0-7803-7924-1
DOI :
10.1109/CDC.2003.1272975
