Title :
A Complex Kalman Filter for a Class of Real Discrete-Time Systems
Author :
Shellhammer, Stephen J. ; Mitra, Sanjit K. ; Iltis, Ronald A.
Author_Institution :
Department of Electrical & Computer Engineering, University of California, Santa Barbara, CA 93106, (805) 961-3957
Abstract :
A simple method is outlined to develop an equivalent complex state-space representation of a real discrete-time system. The order N of the complex representation is one-half of that of the original real system with distinct complex poles. A complex Kalman filtering algorithm is then derived to estimate the N complex state-variables from which it is possible to estimate the 2N real state variables of the original real system.
Keywords :
Arithmetic; Contracts; Eigenvalues and eigenfunctions; Equations; Filtering algorithms; Kalman filters; State estimation; State-space methods; Transfer functions; White noise;
Conference_Titel :
American Control Conference, 1986
Conference_Location :
Seattle, WA, USA
