FIR implementation of the Steady-State Kalman Filter. (29th June 2009)

• Record Type: Journal Article
• Authors: Assimakis, Nicholas; Adam, Maria
• Is Part Of: International journal of signal and imaging systems engineering. Volume 1:Number 3/4(2008)
• Page Start: 279
• Page End: 286
• Publication Date: 2009-06-29
• Subjects: steady-state KF -- Kalman filter -- periodic models -- FIR filters -- matrix theory -- finite impulse response filters; Signal processing -- Periodicals; Imaging systems -- Periodicals; Information theory -- Periodicals; 621.3822
• Languages: English
• ISSNs: 1748-0698

Abstract

In this paper, an FIR implementation for the Steady-State Kalman Filter (SSKF) is proposed. The method requires the knowledge of a subset of previous time measurements. The proposed algorithm is faster than the classical one, especially for large estimation time. The proposed implementation is also applicable to periodic models.