{"title":"Finite state wordlength compensation in digital Kalman filters","authors":"D. Williamson","doi":"10.1109/CDC.1984.272222","DOIUrl":null,"url":null,"abstract":"The optimal design of a Kalman filter is considered in respect of its finite wordlength (FWL) characteristics taking into account the round-off noise due to state quantization. The issues are particularly relevant in the design of FWL Kalman filters for continuous-time systems operating under a fast sampling rate. The optimum filter structure includes state residue feedback compensation which can result in the saving of many bits of additional state wordlength.","PeriodicalId":269680,"journal":{"name":"The 23rd IEEE Conference on Decision and Control","volume":"5 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1984-12-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"7","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The 23rd IEEE Conference on Decision and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.1984.272222","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 7
Abstract
The optimal design of a Kalman filter is considered in respect of its finite wordlength (FWL) characteristics taking into account the round-off noise due to state quantization. The issues are particularly relevant in the design of FWL Kalman filters for continuous-time systems operating under a fast sampling rate. The optimum filter structure includes state residue feedback compensation which can result in the saving of many bits of additional state wordlength.