Quantization effects and stabilization of the fast-Kalman algorithm

DOI10.1155/S1110865701000014zbMath1006.93589MaRDI QIDQ5957426

Athanasios D. Panagopoulos, George Roussopoulos, Constantin Alexiou, Constantin Papaodysseus

Publication date: 24 July 2002

Published in: EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

zbMATH Keywords

Kalman filteringadaptive algorithmsfinite-precision errors in RLS algorithmsquantization error in fast-Kalman algorithmrecursive least squares filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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