On the Elimination of Mean Steady-State Errors in Kalman Filters

Abstract

The purpose of this note is to examine under what conditions one can eliminate steady state bias errors that arise when the nominal parameters used in the realization of a Kalman-Bucy filter are different from the actual plant parameters. It is shown, under suitable conditions, that by adding to the standard Kalman-Bucy filter a correction signal, which is obtained by integration of the innovations process (residual signal), leads to a design that has zero mean steady state error.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1970
Accession Number
AD0716277

Entities

People

  • Michael Athans

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Covariance
  • Equations
  • Filters
  • Kalman Filters
  • Linear Systems
  • Mathematics
  • Noise
  • Residuals
  • Scientific Research
  • Standards
  • Statistics
  • Steady State
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.