Detailed Information

Cited 0 time in webofscience Cited 0 time in scopus
Metadata Downloads

Optimal and Unbiased Filtering With Colored Process Noise Using State Differencing

Authors
Shmaliy, Yuriy S.Zhao, ShunyiAhn, Choon Ki
Issue Date
4월-2019
Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
Keywords
State-space; colored process noise; state differencing; Kalman filter; unbiased FIR filter
Citation
IEEE SIGNAL PROCESSING LETTERS, v.26, no.4, pp.548 - 551
Indexed
SCIE
SCOPUS
Journal Title
IEEE SIGNAL PROCESSING LETTERS
Volume
26
Number
4
Start Page
548
End Page
551
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/66565
DOI
10.1109/LSP.2019.2898770
ISSN
1070-9908
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.
Files in This Item
There are no files associated with this item.
Appears in
Collections
College of Engineering > School of Electrical Engineering > 1. Journal Articles

qrcode

Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.

Related Researcher

Researcher Ahn, Choon ki photo

Ahn, Choon ki
공과대학 (전기전자공학부)
Read more

Altmetrics

Total Views & Downloads

BROWSE