This paper presents a procedure to estimate the Kalman filter gain from input-output measurement data with a given system model. The system model can be a finite element model or an experimental model from any identification method. The procedure consists of three basic steps. First, the stochastic portion related to the residuals of the response is computed. Second, the coefficients of a linear difference model for the stochastic portion are estimated by a least-squares solution that minimizes the filter residual. Third, the Kalman filter gain is computed from these model coefficients. Experimental results are presented to illustrate the usefulness of the developed procedure.


    Zugriff

    Zugriff über TIB

    Verfügbarkeit in meiner Bibliothek prüfen


    Exportieren, teilen und zitieren



    Titel :

    Estimation of Kalman filter gain from output residuals


    Beteiligte:
    Juang, Jer-Nan (Autor:in) / Chen, Chung-Wen (Autor:in) / Phan, Minh (Autor:in)


    Erscheinungsdatum :

    01.10.1993



    Medientyp :

    Sonstige


    Format :

    Keine Angabe


    Sprache :

    Englisch


    Schlagwörter :


    Estimation of Kalman filter gain from output residuals

    JUANG, JER-NAN / CHEN, CHUNG-WEN / PHAN, MINH | AIAA | 1993


    Estimation of Kalman Filter Gain from Output Residuals

    Juang, J.-N. | Online Contents | 1993


    Kalman-Filter Estimation Of Unmeasured Output Variables

    Gilyard, Glenn B. / Alag, Gurbux S. | NTRS | 1993