A new algorithm for the Steady State Kalman Filter

dc.creator	Assimakis, N. D.	en
dc.date.accessioned	2015-11-23T10:23:10Z
dc.date.available	2015-11-23T10:23:10Z
dc.date.issued	2006
dc.identifier.issn	10615369
dc.identifier.uri	http://hdl.handle.net/11615/25971
dc.description.abstract	A new approach for the Steady State Kalman Filter is presented. The proposed algorithm requires the off-line solution of the corresponding Riccati equation in order to take advantage of this a-priori knowledge (before the filter's implementation) using the steady state gain from the beginning. © Dynamic Publishers, Inc.	en
dc.source	Neural, Parallel and Scientific Computations	en
dc.source.uri	http://www.scopus.com/inward/record.url?eid=2-s2.0-33748435030&partnerID=40&md5=5a07c8b786efe23967e7ae5349cf152d
dc.subject	Kalman Filter	en
dc.subject	Riccati equation	en
dc.title	A new algorithm for the Steady State Kalman Filter	en
dc.type	journalArticle	en

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