Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)
- 1988.07a
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- Pages.917-920
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- 1988
Performance Analysis of the state model based optimal FIR filter
STATE MODEL BASED OPTIMAL FIR 필터의 성능분석
- Lee, Kyu-Seung (Dept, of Control and Instrumentation Engr.) ;
- Kwon, Wook-Hyun (Dept, of Control and Instrumentation Engr.)
- Published : 1988.07.01
Abstract
The effects of the errors due to incorrect a priori informations on the noise model as well as the system model in the continuous state model based optimal FIR filter is considered. When the optimal filter is perturbed, the error covariance is derived. From this equation, the performance of the state model based optimal FIR filter is analyzed for the given modeling error. Also the state model based optimal FIR filter is compared to the standard Kalman filter by an example.
Keywords