DOI 10.17586/0021-3454-2017-60-4-311-317
UDC 62-50
THE KALMAN FILTER PROPERTIES IN TRANSITION REGIME
Radioavionica Corporation;
M. G. Stepanov
Radioavionica Corporation; Professor
A. G. Yarmolich
Radioavionica JSC;D. F. Ustinov Baltic State Technical University (Voenmech); Leading Engineer; Post-Graduate Student
Read the full article
Abstract. The conditions providing high accuracy of the Kalman filter in transition regime are considered. Relations between the respective values of parameters of state equations and measurement are determined. A simple rule for preliminary evaluation of the transition process nature is formulated. By the example of practically important problem of Kalman estimation of exponentially-correlated random process, application of the proposed rules is illustrated by presented calculations with different initial data.
Keywords: transition regime, Kalman filter, steady-state filter mode, estimation accuracy
References:
References:
- Kuz'min S.Z. Osnovy teorii tsifrovoy obrabotki radiolokatsionnoy informatsii (Bases of the Theory of Digital Processing of Radar Information), Moscow, 1974. 432 p. (in Russ.)
- Shebshaevich V.S., Dmitriev P.P., Ivantsevich N.V. et al. Setevye sputnikovye radionavigatsionnye sistemy (Network Satellite Radio Navigational Systems), Moscow, 1993, 408 p. (in Russ.)
- Yarlykov M.S. Statisticheskaya teoriya radionavigatsii (Statistical Theory of Radionavigation), Moscow, 1985, 344 p. (in Russ.)
- Kuzovkov N.T., Salychev O.S. Inertsial'naya navigatsiya i optimal'naya fil'tratsiya (Inertial Navigation and Optimal Filtering), Moscow, 1982, 216 p. (in Russ.)
- Sage A.P., Melse J.L. Estimation theory with application to communication and control, NY, MсGraw-Hill, 1972, 496 p.
- Zhdanyuk B.F. Osnovy statisticheskoy obrabotki traektornykh izmereniy (Bases of Statistical Processing of Trajectory Measurements), Moscow, 1978, 384 p. (in Russ.)
- Ivanov A.V. Radiotekhnika, 2013, no. 4, pp. 23–29. (in Russ.)
- Kaplin A.Yu., Stepanov M.G. Informatsionno-upravliaiushchie sistemy (Information and Control Systems), 2015, no. 6, pp. 86–92. (in Russ.)
- Kaplin A.Yu., Stepanov M.G. Journal of Instrument Engineering, 2016, no. 3(59), pp. 181–188. (in Russ.)
- Sovetov V.M. Radiotekhnika, 2016, no. 3, pp. 43–49. (in Russ.)
- Stepanov M.G. Journal of Instrument Engineering, 1984, no. 1(27). (in Russ.)
- Stepanov M.G. Engineering Cybernetics, 1984, no. 4. (in Russ.)
- Lee R. Optimal'nye otsenki, opredelenie kharakteristik i upravlenie (Optimal Evaluation, Characterization and Management), Moscow, 1966, 176 p. (in Russ.)
- Brammer K. und Siffling G. Kalman-Bucy-Filter, Oldenbourg R., Miinchen, Wien, 1975.
