Journal of Mathematical Sciences: Advances and ApplicationsAuthor's: Maria Adam and Nicholas Assimakis
Pages: [505] - [520]
Received Date: September 16, 2008
Submitted by:
A new approach for the periodic steady state Kalman filter is presented. The proposed algorithm requires the off-line solution of the corresponding periodic Riccati equation in order to take advantage of this a-priori knowledge (before the filter’s implementation) using the steady state periodic gain from the beginning.
Kalman filter, prediction theory, periodic model, steady state, Riccati equation, discrete time.
