Analysis of the Kalman filter based estimation algorithm: An orthogonal decomposition approach

Automatica

Volumn 40, Issue 1, 2004, Pages 5-19

  Cao, Liyu ^a   Schwartz, Howard M ^b  

^a Micro Optics Design Corp   (Canada)

^b CARLETON UNIVERSITY   (Canada)

Author keywords

Directional tracking; Kalman filter; Least squares algorithm; Recursive parameter estimation; Windup

Indexed keywords

ALGORITHMS; DECOMPOSITION; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; PARAMETER ESTIMATION; RECURSIVE FUNCTIONS;

DIRECTIONAL TRACKING;

KALMAN FILTERING;

EID: 0242692444     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2003.07.011     Document Type: Article

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