Reduced-Order Kalman Filtering with Incomplete Observability

DOI10.2514/3.55985MaRDI QIDQ3914873zbMATH OpenOpenAlexFDO

Authors Katsuo Yonezawa

Publication date 1980

Published in Journal of Guidance and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2514/3.55985

zbMATH Keywords

decompositionKalman filteringorder reductionRiccati equation

Mathematics Subject Classification ID

Observability (93B07) Canonical structure (93B10) Filtering in stochastic control theory (93E11)

Cited in

(1)

• Self-alignment and calibration of a MEMS IMU: improving observability and estimability by rotary motions of IMU

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