Cart (Loading....) | Create Account
Close category search window
 

The effect of erroneous models on the Kalman filter response

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

1 Author(s)
Heffes, H. ; Bell Telephone Laboratories, Inc., Whippany, NJ, USA

The optimal filtering equations, as derived by Kalman [1], [2], require the specification of a number of models for a given application. This paper concerns itself with the effect of errors in the assumed models on the filter response. The types of errors considered are those in the covariance of the initial state vector, the covariance of the stochastic inputs to the system, and the covariance of the uncorrelated measurement noise. Presented here is a derivation of a recursive equation for the actual covariance matrix of the estimation error when the filter design is based upon erroneous models. The derived equation can also be used to obtain the covariance matrix of the estimation error when the optimal filter gains are approximated by simple functions of time to be used in a real-time filtering application. A numerical example illustrates the use of the derived equations.

Published in:

Automatic Control, IEEE Transactions on  (Volume:11 ,  Issue: 3 )

Date of Publication:

Jul 1966

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.