DocumentCode
3175274
Title
Reduced-Order Covariance-Based Unscented Kalman Filtering with Complementary Steady-State Correlation
Author
Chandrasekar, J. ; Kim, I.S. ; Ridley, A.J. ; Bernstein, D.S.
Author_Institution
Univ. of Michigan, Ann Arbor
fYear
2007
fDate
9-13 July 2007
Firstpage
4452
Lastpage
4457
Abstract
In this paper, we discuss an extension of the unscented Kalman filter that propagates a surrogate reduced- order covariance and also uses a complementary static estimator gain based on the steady-state correlation between the error in the estimates of the state and measurements to obtain estimates of the entire state.
Keywords
reduced order systems; state estimation; complementary static estimator gain; complementary steady-state correlation; reduced-order covariance-based unscented Kalman filtering; Atmospheric modeling; Computational complexity; Filtering; Gain measurement; Kalman filters; Large-scale systems; Magnetohydrodynamics; Nonlinear systems; State estimation; Steady-state;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2007. ACC '07
Conference_Location
New York, NY
ISSN
0743-1619
Print_ISBN
1-4244-0988-8
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2007.4283074
Filename
4283074
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