In this section
@article{Hui:1992:10.1080/00207219208925665,
author = {Hui, SYR and Woolfson, MS},
doi = {10.1080/00207219208925665},
journal = {International Journal of Electronics},
pages = {271--286},
title = {Solution of the continuous Kalman filter equations using the transmission line method},
url = {http://dx.doi.org/10.1080/00207219208925665},
volume = {73},
year = {1992}
}
TY - JOUR
AB - A novel method is presented for the solution of the one-dimensional continuous Kalman filter equations implemented on a digital computer. The Kalman filter is implemented in an unusual way as a transmission line circuit. Estimated variables are regarded as discrete pulses bouncing to and from the nodes in the transmission line network at each time step. This approach is tested on a problem of voltage estimation in a passive electrical network in the presence of voltmeter errors. The transmission line method is compared with the results that are obtained using the Gear first- and third-order methods, the fourth-order Runge-Kutta method and the application of the discrete Kalman filter. It is found that the transmission line method has a tendency to yield less biased estimates than the other algorithms as well as providing smoother estimates for sampling times approaching the time constant of the circuit. © 1992 Taylor & Francis Ltd.
AU - Hui,SYR
AU - Woolfson,MS
DO - 10.1080/00207219208925665
EP - 286
PY - 1992///
SN - 0020-7217
SP - 271
TI - Solution of the continuous Kalman filter equations using the transmission line method
T2 - International Journal of Electronics
UR - http://dx.doi.org/10.1080/00207219208925665
VL - 73
ER -