Title :
A new configuration for linear filtering problems
Author_Institution :
Vikram Sarabhai Space Center, Trivandrum, India
fDate :
12/1/1980 12:00:00 AM
Abstract :
A filter configuration which is distinctly different from the conventional Kalman-Bucy type filter is presented. It is shown that the performance of this filter is identical to the conventional Kalman filter.
Keywords :
Kalman filtering; Estimation error; Maximum likelihood detection; Nonlinear filters; Optimal control; Performance analysis; Riccati equations; State estimation; State feedback; Vectors; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1980.1102534
