ANALYSIS OF DISCRETE-TIME KALMAN FILTERING UNDER INCORRECT NOISE COVARIANCES

被引：92

作者：

SANGSUKIAM, S ^{[1
]}

BULLOCK, TE ^{[1
]}

机构：

[1] UNIV FLORIDA, DEPT ELECT ENGN, GAINESVILLE, FL 32611 USA

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1990年 / 35卷 / 12期

关键词：

D O I：

10.1109/9.61006

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper analyzes the behavior of the discrete-time Kalman filter under incorrect noise covariances. The quantity used to measure the filter performance is the actual one-step predictor error covariance. Convergence and divergence properties of the actual one-step predictor error covariance are analyzed. Through this analysis, useful insights into the behavior of the Kalman filter designed with inexact values of noise covariances are gained. © 1990 IEEE

引用

页码：1304 / 1309

页数：6

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