Quantization effects and stabilization of the fast-Kalman algorithm

DOI10.1155/S1110865701000014MaRDI QIDQ5957426zbMATH OpenFDO

Authors Constantin Papaodysseus, Constantin Alexiou, George Roussopoulos, Athanasios Panagopoulos

Publication date 24 July 2002

Published in EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1155/S1110865701000014

zbMATH Keywords

Kalman filteringadaptive algorithmsrecursive least squares filteringfinite-precision errors in RLS algorithmsquantization error in fast-Kalman algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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• Exact analysis of the finite precision error generation and propagation in the FAEST and the fast transversal algorithms: A general methodology for developing robust RLS schemes
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• Fixed-point error analysis of the QR-recursive least square algorithm
• A novel general methodology for studying and remedying finite precision error with application in Kalman filtering
• Stabilizing the fast Kalman algorithms
• Protocol‐based extended Kalman filtering with quantization effects: The Round‐Robin case

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