Tracking and Kalman filtering made easy P9

Chia sẻ: Khinh Kha Kha | Ngày: | Loại File: PDF | Số trang:4

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Tracking and Kalman filtering made easy P9

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INTRODUCTION In Section 6.3 we developed a recursive least-squares growing memory-filter for the case where the target trajectory is approximated by a polynomial. In this chapter we develop a recursive least-squares growing-memory filter that is not restricted to having the target trajectory approximated by a polynomial [5. pp. 461–482]. The only requirement is that Y nÀi , the measurement vector at time n À i, be linearly related to X nÀi in the error-free situation. The Y nÀi can be made up to multiple measurements obtained at the time n À i as in (4.1-1a) instead of a single measurement...

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