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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1970
- Accession Number
- AD0716277
Entities
People
- Michael Athans
Organizations
- Massachusetts Institute of Technology