Closed-form solution for the Kalman filter gains of time-varying systems

被引：7
|
作者：
Rusnak, I [1 ]
机构：
[1] RAFAEL 88, IL-31021 Haifa, Israel
来源：
IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS | 1998年 / 34卷 / 02期
关键词：
D O I：
10.1109/7.670344
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
A method for derivation of closed-form solutions for the differential Riccati matrix equation for specific time-varying systems is presented. It allows more insight into the nature of the solution. It reduces the on-line computation requirements, since it does not require on-line solution of a differential equation. Sufficient conditions for the existence of the closed-form solution are given. The method is applied to a target tracking problem.
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页码：635 / 639
页数：5
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