Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/2343
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Type: Journal article
Title: Reducing the computational load of a Kalman filter
Author: Goris, M.
Gray, D.
Mareels, I.
Citation: Electronics Letters, 1997; 33(18):1539-1541
Publisher: Institution of Engineering and Technology (IET)
Issue Date: 1997
ISSN: 0013-5194
Statement of
Responsibility: 
M. J. Goris, D. A. Gray and I. M. Y. Mareels
Abstract: The Kalman filter is a powerful tool in linear-systems analysis. The authors present a particular application in which there are more measurements than states. In such an application, the state-space system can be replaced by an equivalent one that has the same number of measurements as states. The Kalman filter will produce the same state estimates for both systems. Using the equivalent system leads to a substantial saving in computer operations.
Rights: © IEE 1997
DOI: 10.1049/el:19971058
Published version: http://dx.doi.org/10.1049/el:19971058
Appears in Collections:Aurora harvest 6
Electrical and Electronic Engineering publications

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