Abstract
For an implicitly defined discrete system, a new implicit form of the Kalman filter is developed and an efficient numerical approach for its implementation is given. Unlike the traditional explicit approach, the implicit filter can be applied to ill-conditioned systems. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement than the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
