Reduced-Order Kalman Filtering with Incomplete Observability
作者： Katsub Yonezawa
DOI: 10.2514/3.55985
关键词: Invariant extended Kalman filter 、 Extended Kalman filter 、 Mathematics 、 Kalman filter 、 Control theory 、 Observability 、 Fast Kalman filter 、 Ensemble Kalman filter 、 Filtering problem 、 Alpha beta filter 、 General Engineering
摘要: Kalman filtering is considered with reference to linear stochastic dynamic systems without complete observability. It shown that the canonical decomposition theorem can be extended case and matrix Riccati equation of filter order-reducible if some states are not observable. The inclusion unobservable in makes 'asymptotically' observable these dynamically connected asymptotically stable. reduced-order saves computation time when compared conventional filter.
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