Title :
Minimization of roundoff errors in digital realizations of Kalman filters
Author :
Amit, G. ; Shaked, U.
Author_Institution :
Dept. of Electron. Syst., Tel-Aviv Univ., Ramat-Aviv, Israel
fDate :
12/1/1989 12:00:00 AM
Abstract :
A comparison between D. Williamson´s method (IEEE Trans. Autom. Contr., vol.AC-30, p.930-9, 1985) and the 0-1 method for the design of the digital Kalman filter is made. The 0-1 method is shown to be much better than Williamson´s method and the other methods from the estimation-error pint of view, whereas Williamson´s method is slightly better than the 0-1 method from the computation-time point of view. Comparison with all the other transfer-function-based realizations shows that the designer of the digital Kalman filter has to choose only between the 0-1 and Williamson methods
Keywords :
Kalman filters; digital filters; filtering and prediction theory; 0-1 method; Kalman filters; Williamson´s method; computation-time; digital filters; digital realizations; estimation-error; roundoff errors; transfer-function-based; Degradation; Digital arithmetic; Digital filters; Estimation error; Filtering; Kalman filters; Minimization methods; Roundoff errors; Transfer functions; White noise;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
