Computational requirements for a discrete Kalman filter

摘要: How practical is a Kalman filter? One answer to this question provided by the computational requirements for filter. Computational requirements-computational time per cycle (iteration) and required storage-determine minimum sampling rates computer memory size. These are in paper as functions of dimensions important system matrices discrete Two types measurement processing discussed: simultaneous sequential. It shown that it often better process statistically independent measurements more than one batch then use sequential them together via processing.