A fading memory filter is a least squares estimator (LSE) that applies an exponentially decaying weight to past measurements. When compared with a standard Kalman filter, its key advantages are asymptotic stability and reduced sensitivity to modeling errors. This paper derives a simple solution for a class of fading memory filters, resulting in a reduction in computational complexity. Steady state filter solutions are obtained for second- and third-order filters used in a global positioning system (GPS) receiver for high dynamic vehicles.


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    Titel :

    Simplified solution for a class of fading memory filters


    Beteiligte:


    Erscheinungsdatum :

    01.05.1987



    Medientyp :

    Sonstige


    Format :

    Keine Angabe


    Sprache :

    Englisch


    Schlagwörter :




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