3- https://doi.org/10.1109/acc.1995.529304
Kalman filter for discrete implicit systems
- Jun 21, 1995
- M Skliar +1 more
Abstract
For an implicitly defined discrete system, a new implicit form of the Kalman filter is developed and an efficient numerical approach for its implementation is given. Unlike the traditional explicit approach, the implicit filter can be applied to ill-conditioned systems. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement than the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.
- # Kalman Filter
- # Implicit Filter
- # Implicit System
- # Traditional Kalman Filter
- # Discrete System
- # Explicit Filter
- # Computer Time
- # Matrices Of System
- # Traditional Filter
- # Simulation Results
