The University of Southampton
University of Southampton Institutional Repository

The deterministic interpretation of the Kalman Filter

Buchstaller, Dominic, Li, Jing and French, Mark (2014) The deterministic interpretation of the Kalman Filter Systems and Control Letters, pp. 1-15.

Record type: Article

Abstract

It is known that the Kalman Filter has both stochastic and deterministic interpretations, whereby the deterministic interpretation relates the prediction of the filter to the response of the plant driven by the minimizing least squares disturbances acting thereon. Whilst the deterministic interpretation is known, the contribution of this note is to provide an alternative, simple and self-contained proof of these properties in the discrete case. The presentation allows an efficient derivation of the key deterministic properties. Results are given for both zero and non-zero initial conditions

Full text not available from this repository.

More information

Submitted date: 2014
Keywords: Kalman Filter, Deterministic systems
Organisations: Southampton Wireless Group

Identifiers

Local EPrints ID: 361768
URI: http://eprints.soton.ac.uk/id/eprint/361768
PURE UUID: 8d6e0d13-2c21-4c87-a38b-0c39b52282d6

Catalogue record

Date deposited: 03 Feb 2014 11:50
Last modified: 11 Jul 2017 09:48

Export record

Contributors

Author: Dominic Buchstaller
Author: Jing Li
Author: Mark French

University divisions

Download statistics

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics

Atom RSS 1.0 RSS 2.0

Contact ePrints Soton: eprints@soton.ac.uk

ePrints Soton supports OAI 2.0 with a base URL of http://eprints.soton.ac.uk/cgi/oai2

This repository has been built using EPrints software, developed at the University of Southampton, but available to everyone to use.

We use cookies to ensure that we give you the best experience on our website. If you continue without changing your settings, we will assume that you are happy to receive cookies on the University of Southampton website.

×