Steady state Kalman filter: a new approach
Nicholas Assimakis, Emmanouil Ζ. Psarakis, DEMETRIOS G. LAINIOTIS · Neural, Parallel & Scientific Computations archive · 2003
In this paper a new approach for the steady state Kalman Filter implementation is proposed. The method is faster than the classical one: this is very important due to the fact that, in most real-time applications, it is essential to obtain the estimate in the shortest possible time.