IMPACT OF CORRELATION ERRORS ON THE OPTIMUM KALMAN FILTER GAIN IDENTIFICATION
Rafael Cardoso, Elder M. Hemerly · 2003
The impact of errors in the innovation correlation functions evaluation, related to the suboptimal filter, on the identification of the optimum steady state Kalman filter gains is investigated. An identification algorithm proposed in the literature, frequently quoted, is revisited and summarized. Then, as contributions, equations describing this impact are developed. Simulation results are presented to show this impact.