Title :
Estimation of steady-state Kalman filter gain
Author_Institution :
Hokkaido University, Sapporo, Japan
fDate :
10/1/1978 12:00:00 AM
Abstract :
An external description of multivariable linear stochastic systems gives a new estimation method of the steady, state Kalman filter gain for systems with unknown noise covariances.
Keywords :
Kalman filtering; Linear systems, stochastic discrete-time; Covariance matrix; Frequency domain analysis; Linear systems; Nonlinear filters; Reduced order systems; Stability criteria; Steady-state; Taylor series; Technological innovation; Transfer functions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101838
