DocumentCode
335348
Title
Divergence of the discrete-time Kalman filter under incorrect noise covariances for linear periodic systems
Author
Sangsuk-Iam, Suwanchai
Author_Institution
Dept. of Electr. Eng., Univ. of Thammasat, Patumtani, Thailand
Volume
1
fYear
1994
fDate
29 June-1 July 1994
Firstpage
1190
Abstract
Presents the divergence analysis of the Kalman filter under incorrect noise covariances for linear periodic discrete-time systems. The filter performance is quantified by the actual one-step predictor error covariance, and the divergent behavior of the filter is investigated through this quantity. The investigation results provide useful insights in the divergent behavior of the Kalman filter under incorrect noise covariances for linear periodic discrete-time systems.
Keywords
Kalman filters; Riccati equations; covariance analysis; discrete time systems; linear systems; periodic control; time-varying systems; discrete-time Kalman filter; discrete-time systems; divergence analysis; filter performance; incorrect noise covariances; linear periodic systems; one-step predictor error covariance; Covariance matrix; Filtering; Kalman filters; Noise measurement; Nonlinear filters; Recursive estimation; Roentgenium; Stochastic systems; Time varying systems; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1994
Print_ISBN
0-7803-1783-1
Type
conf
DOI
10.1109/ACC.1994.751938
Filename
751938
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