Improvement of the fast Kalman algorithm's numerical stability

  • Joo, S.S. (KETRI) ;
  • Chung, C.S. ;
  • Yang, H.S.
  • Published : 1987.10.01

Abstract

The analysis of a certian example and simulations given in the previous sections show that the modified FKA is more stable than the standard FKA without loss of the performance of it. The general analysis of modified FKA's numerical stability is the open problem with more simulations in order to prove the stability of it.

Keywords