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  • J.kalman Filter

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    Antoine Rahal
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    The document discusses the Kalman filter, which is an estimator that accounts for disturbance and measurement noise. It takes into account the covariance of noise, with a higher covariance resulting in slower convergence of the estimator. The Kalman filter trusts the system model more than direct measurements in state estimation, especially in discrete time cases. It also addresses determining the estimator gain and how increasing disturbance variance would affect the closed-loop error dynamics of the estimator.

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    j.kalman filter

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    The document discusses the Kalman filter, which is an estimator that accounts for disturbance and measurement noise. It takes into account the covariance of noise, with a higher covariance resulting in slower convergence of the estimator. The Kalman filter trusts the system model more than direct measurements in state estimation, especially in discrete time cases. It also addresses determining the estimator gain and how increasing disturbance variance would affect the closed-loop error dynamics of the estimator.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views13 pages

    J.kalman Filter

    Uploaded by

    Antoine Rahal
    The document discusses the Kalman filter, which is an estimator that accounts for disturbance and measurement noise. It takes into account the covariance of noise, with a higher covariance resulting in slower convergence of the estimator. The Kalman filter trusts the system model more than direct measurements in state estimation, especially in discrete time cases. It also addresses determining the estimator gain and how increasing disturbance variance would affect the closed-loop error dynamics of the estimator.

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    © All Rights Reserved
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    of 13

    kalman filter

    It is a wide used estimator that takes the disturbance and measurement noise into account
    kalman filter
    kalman filter
    Exp vehicle steering
    Exp vehicle steering
    Exp vehicle steering
    Exp vehicle steering

    The larger the covariance ρ of the noise is, the slower the estimator converges.
    In other words, we trust the model more than the measurements.
    State estimation-discrete time case
    State estimation-discrete time case
    State estimation-discrete time case
    Hmw 9.a
    Hmw 9.b
    Hmw 9.b

    Determine the estimator gain?


    If we increase the disturbance variance, the closed loop estimator error dynamics becomes:
    faster or slower?

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