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Numerisk behandling av Kalmans ekvationer för tidsdiskreta system

Andersson, Leif (1970) In MSc Theses
Department of Automatic Control
Abstract
In this report are discussed different algorithms for the state estimation problem according to the Kalman theory. It is shown that the highest accuracy is obtained with av algorithm consisting of three non-negative definite parts, but that shorter algorithms may be sufficient for certain systems. The necessity of enforcing symmetry on the algorithms is discussed together with different methods for obtaining this. A brief discussion on the possibility of precalculating and storing certain matrices concludes the report.
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author
Andersson, Leif
supervisor
organization
year
type
H3 - Professional qualifications (4 Years - )
subject
publication/series
MSc Theses
report number
TFRT-5084
ISSN
0346-5500
language
Swedish
id
8850711
date added to LUP
2016-03-29 16:13:46
date last changed
2016-03-29 16:13:46
@misc{8850711,
  abstract     = {In this report are discussed different algorithms for the state estimation problem according to the Kalman theory. It is shown that the highest accuracy is obtained with av algorithm consisting of three non-negative definite parts, but that shorter algorithms may be sufficient for certain systems. The necessity of enforcing symmetry on the algorithms is discussed together with different methods for obtaining this. A brief discussion on the possibility of precalculating and storing certain matrices concludes the report.},
  author       = {Andersson, Leif},
  issn         = {0346-5500},
  language     = {swe},
  note         = {Student Paper},
  series       = {MSc Theses},
  title        = {Numerisk behandling av Kalmans ekvationer för tidsdiskreta system},
  year         = {1970},
}