Estimation Properties of Kalman Filter for the System with Unobservable Bias

관측 불가능한 바이어스가 있는 시스템의 칼만필터 추정특성

  • Published : 2001.10.01


By showing the existence of the ARE solution and the convergence property of the DRE solution, this paper proves that a Kalman filter for the linear system with the unobservable bias is stable. It is also shown that the Kalman filter has a biased steady state estimation error whose covariance is affected mainly by the unobservable bias. Finally, the results are illustrated through a 2nd order system example including the inertial navigation system.



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