Fixed point implementation of fast Kalman predictors

DOI10.1109/TAC.1984.1103654MaRDI QIDQ3331109zbMATH OpenFDO

Authors Louis L. Scharf, Sigurdur Sigurdsson

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1984.1103654

zbMATH Keywords

fixed-point realizationKalman predictorroundoff noise variancesscaling rules

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Numerical computation of matrix norms, conditioning, scaling (65F35) Roundoff error (65G50) Filtering in stochastic control theory (93E11)

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