Chandrasekhar-type Algorithms with Gain Elimination-Reference-Cited by-同舟云学术

Chandrasekhar-type Algorithms with Gain Elimination

Published:2023-12-31 Issue: Volume:18 Page:642-651
ISSN:2224-2856
Container-title:WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL
language:en
Short-container-title:

Author:

Assimakis Nicholas¹,Adam Maria²

Affiliation:

1. Department of Digital Industry Technologies, National and Kapodistrian University of Athens, 34400 Psachna Evias, GREECE

2. Department of Computer Science and Biomedical Informatics, University of Thessaly, 2-4 Papasiopoulou Str., 35131, Lamia, GREECE

Abstract

Chandrasekhar-type algorithms are associated with the Riccati equation emanating from the Kalman filter in linear systems which describe the relationship between the n-dimensional state and the m-dimensional measurement. The traditional Chandrasekhar-type algorithms use the Kalman filter gain to compute the prediction error covariance. In this paper, two variations of Chandrasekhar-type algorithms eliminating the Kalman filter gain are proposed. The proposed Chandrasekhar-type algorithms with gain elimination may be faster than the traditional Chandrasekhar-type algorithms, depending on the model dimensions.

Publisher

World Scientific and Engineering Academy and Society (WSEAS)

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