Tracking and Kalman filtering made easy P7

Chia sẻ: Khinh Kha Kha | Ngày: | Loại File: PDF | Số trang:13

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Tracking and Kalman filtering made easy P7

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FADING-MEMORY (DISCOUNTED LEAST-SQUARES) FILTER 7.1 DISCOUNTED LEAST-SQUARES ESTIMATE The fading-memory ﬁlter introduced in Chapter 1, is similar to the ﬁxedmemory ﬁlter in that it has essentially a ﬁnite memory and is used for tracking a target in steady state. As indicated in Section 1.2.6, for the fading-memory ﬁlter the data vector is semi-inﬁnite and given by Y ðnÞ ¼ ½ y n ; y nÀ1 ; . . . T ð7:1-1Þ The ﬁlter realizes essentially ﬁnite memory for this semi-inﬁnite data set by having, as indicated in section 1.2.6, a fading-memory. As for the case of the ﬁxed-memory ﬁlter in Chapter 5,...

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