A novel general methodology for studying and remedying finite precision error with application in Kalman filtering

Stochastic Environmental Research and Risk Assessment

Volumn 17, Issue 1-2, 2003, Pages 1-19

  Papaodysseus, C ^a   Alexiou, C ^a   Panagopoulos, Th ^a   Roussopoulos, G ^a   Kravaritis, D ^a  

^a NATIONAL TECHNICAL UNIVERSITY OF ATHENS   (Greece)

Author keywords

Finite precision error; Kalman type algorithms instability; Kalman type algorithms stabilization; Quantization error; RLS algorithms

Indexed keywords

ERROR CORRECTION; KALMAN FILTER; LEAST SQUARES METHOD;

EID: 0042704885     PISSN: 14363240     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00477-002-0116-2     Document Type: Article

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