Title :
Finite state wordlength compensation in digital Kalman filters
Author_Institution :
The University of New South Wales, NSW, Australia
Abstract :
The optimal design of a Kalman filter is considered in respect of its finite wordlength (FWL) characteristics taking into account the round-off noise due to state quantization. The issues are particularly relevant in the design of FWL Kalman filters for continuous-time systems operating under a fast sampling rate. The optimum filter structure includes state residue feedback compensation which can result in the saving of many bits of additional state wordlength.
Keywords :
Band pass filters; Digital filters; Digital signal processing; Estimation error; Fixed-point arithmetic; Frequency; Quantization; Sampling methods; State estimation; State feedback;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272222
