Cultural advice

The Australian National University acknowledges, celebrates and pays our respects to the Ngunnawal and Ngambri people of the Canberra region and to all First Nations Australians on whose traditional lands we meet and work, and whose cultures are among the oldest continuing cultures in human history.

Aboriginal and Torres Strait Islander peoples are advised that ANU Library collections may include images, names, voices, and other representations of deceased persons.

Material in the collection may contain terms, language or views that reflect the period in which the item was created and may be considered inappropriate today.

Exponential data weighting in the Kalman-Bucy filter

Thumbnail Image

Date

1973

Authors

Anderson, Brian D.O.

Journal Title

Journal ISSN

Volume Title

Publisher

Access Statement

Research Projects

Organizational Units

Journal Issue

Abstract

The use of exponential weighting of data (favoring more recent data) is considered for continuous-time and discrete-time Kalman-Bucy filters. Quantitative consideration is given to matters such as the computation, stability and stationarity of filters designed with data weighting. The problem of divergence or data saturation is explored, and the use of exponential weighting is compared with other techniques for dealing with the problem.

Description

Keywords

Citation

URI

https://hdl.handle.net/1885/733802773

Collections

ANU Research Publications

Source

Information Sciences

Type

Journal article

Book Title

Entity type

Publication

Access Statement

License Rights

DOI

10.1016/0020-0255(73)90015-7

Restricted until

DSpace software copyright © 2002-2026 LYRASIS