On digital implementation of the fast kalman algorithms

DOI10.1109/TASSP.1984.1164427MaRDI QIDQ3696408zbMATH OpenOpenAlexFDO

Authors David W. Lin

Publication date 1984

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tassp.1984.1164427

zbMATH Keywords

fast Kalman algorithmfinite-precision implementationroundoff noise

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) System identification (93B30)

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(7)

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• A novel general methodology for studying and remedying finite precision error with application in Kalman filtering
• Fixed point implementation of fast Kalman predictors
• Stabilizing the fast Kalman algorithms
• Finite wordlength design of digital Kalman filters for state estimation
• Automating the implementation of Kalman filter algorithms
• Quantization effects and stabilization of the fast-Kalman algorithm

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