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Design of near-optimal linear digital tracking filters with colored input (Q1078143)

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scientific article; zbMATH DE number 3959256
Language Label Description Also known as
English
Design of near-optimal linear digital tracking filters with colored input
scientific article; zbMATH DE number 3959256

    Statements

    Design of near-optimal linear digital tracking filters with colored input (English)
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    1986
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    A suboptimal filter is presented for discrete-time state estimation of systems subjected to colored, additive input and measurement noises. The design procedure is based on classical Kalman filtering theory and the filter is proposed for the purpose of decreasing the computational burden of estimation in tracking applications.
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    colored noise
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    suboptimal filter
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    discrete-time state estimation
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    Kalman filtering
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    tracking
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