Finite state wordlength compensation in digital Kalman filters

D. Williamson
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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.
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数字卡尔曼滤波器的有限状态字长补偿
卡尔曼滤波器的优化设计考虑了卡尔曼滤波器的有限字长特性,同时考虑了由于状态量化而产生的舍入噪声。这些问题在快速采样率下连续时间系统的FWL卡尔曼滤波器设计中尤为重要。最优的滤波器结构包括状态剩余反馈补偿,可以节省许多额外的状态字长。
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