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Conference Paper (international conference)

On new design of Kalman filter with entry-wise updating

Suzdaleva Evgenia

: Proceedings of the 8th WSEAS International Conference on Simulation, Modelling and Optimization (SMO'08), p. 246-251

: 8th WSEAS International Conference on Simulation, Modelling and Optimization (SMO'08), (Santader, ES, 23.09.2008-25.09.2008)

: CEZ:AV0Z10750506

: GP201/06/P434, GA ČR

: factorized filtering, Kalman filter, state estimation

: http://library.utia.cas.cz/separaty/2008/AS/suzdaleva-on%20new%20design%20of%20kalman%20filter%20with%20entry-wise%20updating.pdf

(eng): The paper deals with a factorized version of Kalman filter. Via factorization of a state-space model such the filter provides the state estimates of individual state vector entries in the factorized form and allows to update them entry-wise. The paper proposes the novel modified algorithm, including the simultaneous entry-wise organized fulfillment of data and time updating steps.

(cze): Článek se zabývá faktorizovanou verzí Kalmanova filtru. Pomocí faktorizace stavového modelu tento filtr umožnuje odhadování stavu ve faktorizované formě a aktualizaci odhadů po složkách. Článek navrhuje nový algoritmus se současnými časovými a datovými aktualizacemi.

: BC