| 翻訳と辞書 |
| Fast Kalman filter ： ウィキペディア英語版 |
Fast Kalman filter
The fast Kalman filter (FKF), devised by Antti Lange (1941- ), is an extension of the Helmert-Wolf blocking〔 (HWB) method from geodesy to real-time applications of Kalman filtering (KF) such as satellite imaging of the Earth.
==Motivation==
Kalman filters are an important software technique for building fault-tolerance into a wide range of systems, including real-time imaging.
The ordinary Kalman filter is optimal for general systems. However, an optimal Kalman filter is probably stable only if Kalman's observability〔 and controllability conditions〔 are also satisfied (Kalman, 1960). These conditions are challenging to continuously maintain for a large system which means that even an optimal Kalman filter may diverge towards false solutions. Fortunately, the stability of an optimal Kalman filter can be controlled by monitoring its error variances if these can be reliably estimated. Their precise computation is, however, much more demanding than the optimal filtering itself but the FKF method may provide the required speed-up also in this respect.
抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』
■ウィキペディアで「Fast Kalman filter」の詳細全文を読む
スポンサード リンク
| 翻訳と辞書 : 翻訳のためのインターネットリソース |
Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.
|
|