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Browse Journals & Magazines > Electrical Engineers, Proceed ...> Volume:121 Issue:6 Help

Kalman-filter divergence due to process-noise decoupling

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1 Author(s)
Thé, G. ; University of Tasmania, Department of Electrical Engineering, Hobart, Australia

The paper discusses a Kalman-filter divergence problem, caused by the partial decoupling of the process-noise covariance. A simple method for determining the optimum observation matrix is presented. The effectiveness of the procedure is illustrated by a computer simulation.

Published in:
Electrical Engineers, Proceedings of the Institution of  (Volume:121 ,  Issue: 6 )

Date of Publication: June 1974

Page(s):
525 - 528
ISSN :
0020-3270
Digital Object Identifier :
10.1049/piee.1974.0125
Product Type:
Journals & Magazines
Date of Current Version :
26 January 2010
Issue Date :
June 1974

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