I need help with a state estimation problem using a Kalman filter. I need to estimate the state of the system from noisy measurements. The
glitch is that the measurement will be less frequent (for example, once
every 30 minutes), but the state needs to be estimated more frequently
(for example, every minute). Is there any extension to Kalman filter
that deals with this case? I found some papers on "Kalman filter with
intermittent observations" which discuss the case where measurements
come stochastically and hence described by a probability distribution.
This is different from my case where measurements always come
deterministically albeit at a different frequency.
Re: Help with Kalman filter ... > I need help with a state estimation problem using a Kalman filter.... > need to estimate the state of the system from noisy measurements.... The prediction over n minutes can be obtained by iterating the ... (sci.math.num-analysis)
Re: Help with Kalman filter ... The glitch is that the measurement will be less frequent, but the state needs to be estimated more frequently. ... I found some papers on "Kalman filter with intermittent observations" which discuss the case where measurements come stochastically and hence described by a probability distribution. ... (sci.math.num-analysis)
Re: Kalman Filter and INS ... I have one book that talks about nothing but optimal state estimation, another that goes into detection, estimation and modulation theory, a couple of ...adaptive control as a Kalman filtering problem), a book on strapdown inertial navigation, and access to the entire world wide web. ... Further, I have yet to find a book on strapdown inertial navigation theory that gives a blow-by-blow analysis of an inertial navigation Kalman solution -- the one I have is the best of the lot, but it sure doesn't give an ABC description. ... But I have not designed a Kalman Filter from sketch but I only did some preprocessing and parametrization so my knowledge is quite limited. ... (comp.dsp)
Re: S: Literatur zur Estimation Theorie ... Beim "normalen" Kalman Filter geht man immer davon aus, ...Korrelationen unbekannt sind kann die "Covariance Intersection" ... Eine weitere Entwicklung ist die sogenannte "Moving Horizon... x<= x_max) kann die Moving Horizon Estimation eingesetzt werden. ... (de.sci.mathematik)
Re: How can you use a Stochastic Differential Equation ... movement of a car could be described ... as being "almost constant velocity", which could be modeled such that the ... could give you measurements of the position and velocity of the car, ...Kalman filter considers discrete-time ... (sci.math.research)
