By Topic

Computational requirements for a discrete Kalman filter

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
$33 $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)
J. Mendel ; McDonnel Douglas Astronautics Company, Huntington Beach, CA, USA

How practical is a Kalman filter? One answer to this question is provided by the computational requirements for the filter. Computational requirements-computational time per cycle (iteration) and required storage-determine minimum sampling rates and computer memory size. These requirements are provided in this paper as functions of the dimensions of the important system matrices for a discrete Kalman filter. Two types of measurement processing are discussed: simultaneous and sequential. It is shown that it is often better to process statistically independent measurements in more than one batch and then to use sequential processing than to process them together via simultaneous processing.

Published in:

IEEE Transactions on Automatic Control  (Volume:16 ,  Issue: 6 )