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An Optimal Control Approach to Designing Constant Gain Filters

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1 Author(s)
Wilson, K.C. ; University of California at Los Angeles Los Angeles, Calif. 90024

This paper applies optimal control theory to designing constant gain filters which minimize a weighted average of the filtered variances. Uniaxial second-order motion is studied in detail, and an example is given which indicates that a constant gain filter may be designed with performance comparable to a Kalman filter. An appendix is included which shows how the approach may be extended to higher order systems.

Published in:

Aerospace and Electronic Systems, IEEE Transactions on  (Volume:AES-8 ,  Issue: 6 )

Date of Publication:

Nov. 1972

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