A Note on the Extended Kalman Filter.

reportActive / Technical Report | Accession Number: ADA124650 | Open PDF

Abstract:

The extended Kalman Filter EKF, in the continuous time version, has to be interpreted in the Ito sense. Therefore, processing of the EKF algorithm is much more involved then has appeared to be the case. Additional differential equations have to be processed when the EKF is properly interpreted.

Author(s):
Emara-shabaik, Hosam E.
Author Organization(s):
CALIFORNIA UNIV LOS ANGELES SCHOOL OF ENGINEERING AND APPLIED SCIENCE
Descriptive Note:
Final rept. 29 Nov 79-28 Nov 81,
Pagination:
0011

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Contract/Grant Number(s):
DASG60-80-C-0007
 Subject Terms
Joint Capability Areas:
JCA_3.2_Engagement; JCA_3_Force Application; JCA_1_Force Support; JCA_3.2.1_Kinetic Means; JCA_1.3_Human Capital Management; JCA_5_Command and Control
Modernization Areas:
Space
Communities of Interest:
Space
Descriptor(s):
*ALGORITHMS, *KALMAN FILTERING, MATHEMATICAL MODELS, STOCHASTIC PROCESSES, PROCESSING, MATRICES(MATHEMATICS), VECTOR ANALYSIS, DIFFERENTIAL EQUATIONS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
EKF(Extended Kalman Filter)
Report Date:
1982 Mar 01