You are here

Modeling errors in Kalman filters

Download pdf | Full Screen View

Date Issued:
1988
Summary:
This thesis focuses on the performance of the Kalman filters for scalar time-invariant systems when modeling errors are present. A complete classification of errors according to their effect on the filter performance is carried. Certain errors may drive the Kalman filter into instability. Other errors affect only certain statistical properties of the innovations process. Some of the results have been extended to the scalar time-varying and vector time invariant filtering problems.
Title: Modeling errors in Kalman filters.
74 views
24 downloads
Name(s): Xu, Hua.
Florida Atlantic University, Degree grantor
Roth, Zvi S., Thesis advisor
College of Engineering and Computer Science
Department of Computer and Electrical Engineering and Computer Science
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1988
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 123 p.
Language(s): English
Summary: This thesis focuses on the performance of the Kalman filters for scalar time-invariant systems when modeling errors are present. A complete classification of errors according to their effect on the filter performance is carried. Certain errors may drive the Kalman filter into instability. Other errors affect only certain statistical properties of the innovations process. Some of the results have been extended to the scalar time-varying and vector time invariant filtering problems.
Identifier: 14435 (digitool), FADT14435 (IID), fau:11235 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Engineering and Computer Science
Thesis (M.S.E.)--Florida Atlantic University, 1988.
Subject(s): Kalman filtering
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14435
Sublocation: Digital Library
Use and Reproduction: Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.