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

On digital implementation of the fast kalman algorithms

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)
Lin, D.W. ; Bell Communications Research, Inc., Holmdel, NJ

The roundoff noise in a finite-precision digital implementation of the fast Kalman algorithm presented in [1]-[3] is known to adversely affect the algorithm's performance. By experience, we found that such performance degradation is closely related to an abnormal behavior of a quantity in this algorithm. More explicitly, this quantity can be interpreted as a ratio between two autocorrelations, and hence should always be positive. However, in a finite-precision implementation, its computed value can go negative. The algorithm performance is found to degrade noticeably near where this computed value becomes negative for the first time. As a remedy, we consider a special method of reinitializing the algorithm periodically. For this, a "covariance fast Kalman algorithm" is derived. This algorithm does not assume a zero input signal prior to the start of computation as the original fast Kalman algorithm does.

Published in:

Acoustics, Speech and Signal Processing, IEEE Transactions on  (Volume:32 ,  Issue: 5 )

Date of Publication:

Oct 1984

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.