Optimal and Unbiased Filtering With Colored Process Noise Using State Differencing
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shmaliy, Yuriy S. | - |
dc.contributor.author | Zhao, Shunyi | - |
dc.contributor.author | Ahn, Choon Ki | - |
dc.date.accessioned | 2021-09-01T17:08:48Z | - |
dc.date.available | 2021-09-01T17:08:48Z | - |
dc.date.created | 2021-06-18 | - |
dc.date.issued | 2019-04 | - |
dc.identifier.issn | 1070-9908 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/66565 | - |
dc.description.abstract | This letter develops the Kalman and unbiased finite impulse response filtering algorithms for linear discrete-time state space models with Gauss-Markov colored process noise (CPN) employing state differencing. The approach avoids problems caused by matrix augmentation, but requires solving a nonsymmetric algebraic Riccati equation to specify the system matrix modified for CPN. Higher accuracy of the algorithms proposed is demonstrated by simulation. A comparative analysis of filtering estimates is provided based on navigation data of walking humans. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC | - |
dc.subject | KALMAN FILTER | - |
dc.subject | IGNORING NOISE | - |
dc.subject | ALGORITHM | - |
dc.subject | SYSTEMS | - |
dc.title | Optimal and Unbiased Filtering With Colored Process Noise Using State Differencing | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Ahn, Choon Ki | - |
dc.identifier.doi | 10.1109/LSP.2019.2898770 | - |
dc.identifier.scopusid | 2-s2.0-85062905749 | - |
dc.identifier.wosid | 000460432900001 | - |
dc.identifier.bibliographicCitation | IEEE SIGNAL PROCESSING LETTERS, v.26, no.4, pp.548 - 551 | - |
dc.relation.isPartOf | IEEE SIGNAL PROCESSING LETTERS | - |
dc.citation.title | IEEE SIGNAL PROCESSING LETTERS | - |
dc.citation.volume | 26 | - |
dc.citation.number | 4 | - |
dc.citation.startPage | 548 | - |
dc.citation.endPage | 551 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Engineering | - |
dc.relation.journalWebOfScienceCategory | Engineering, Electrical & Electronic | - |
dc.subject.keywordPlus | KALMAN FILTER | - |
dc.subject.keywordPlus | IGNORING NOISE | - |
dc.subject.keywordPlus | ALGORITHM | - |
dc.subject.keywordPlus | SYSTEMS | - |
dc.subject.keywordAuthor | State-space | - |
dc.subject.keywordAuthor | colored process noise | - |
dc.subject.keywordAuthor | state differencing | - |
dc.subject.keywordAuthor | Kalman filter | - |
dc.subject.keywordAuthor | unbiased FIR filter | - |
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