DocumentCode
827321
Title
Estimation of steady-state Kalman filter gain
Author
Tajima, Koji
Author_Institution
Hokkaido University, Sapporo, Japan
Volume
23
Issue
5
fYear
1978
fDate
10/1/1978 12:00:00 AM
Firstpage
944
Lastpage
945
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1978.1101838
Filename
1101838
Link To Document