Title: FIR implementation of the Steady-State Kalman Filter

Authors: Nicholas Assimakis, Maria Adam

Addresses: Department of Electronics, Technological Educational Institute of Lamia, 35100 Lamia, Greece. ' Department of Computer Science and Biomedical Informatics, University of Central Greece, 35100 Lamia, Greece

Abstract: In this paper, an FIR implementation for the Steady-State Kalman Filter (SSKF) is proposed. The method requires the knowledge of a subset of previous time measurements. The proposed algorithm is faster than the classical one, especially for large estimation time. The proposed implementation is also applicable to periodic models.

Keywords: steady-state KF; Kalman filter; periodic models; FIR filters; matrix theory; finite impulse response filters.

DOI: 10.1504/IJSISE.2008.026800

International Journal of Signal and Imaging Systems Engineering, 2008 Vol.1 No.3/4, pp.279 - 286

Published online: 26 Jun 2009 *

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