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Reduced-Order Covariance-Based Unscented Kalman Filtering with Complementary Steady-State Correlation | IEEE Conference Publication | IEEE Xplore

Reduced-Order Covariance-Based Unscented Kalman Filtering with Complementary Steady-State Correlation


Abstract:

In this paper, we discuss an extension of the unscented Kalman filter that propagates a surrogate reduced- order covariance and also uses a complementary static estimator...Show More

Abstract:

In this paper, we discuss an extension of the unscented Kalman filter that propagates a surrogate reduced- order covariance and also uses a complementary static estimator gain based on the steady-state correlation between the error in the estimates of the state and measurements to obtain estimates of the entire state.
Date of Conference: 09-13 July 2007
Date Added to IEEE Xplore: 30 July 2007
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Conference Location: New York, NY, USA

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