Guaranteed state estimation accuracies with roundoff error Conference Paper uri icon

abstract

  • Kalman filter theory is modified to accommodate roundoff errors in state computation. Two problems are solved: (i) choosing the wordlength required for each state computation to guarantee specified estimation accuracies of multiple output variables of interest; and (ii) finding the minimal variance estimator subject to inequality constraints on wordlength for state computation.

published proceedings

  • Proceedings of the IEEE Conference on Decision and Control

author list (cited authors)

  • Skelton, R. E., & Williamson, D.

complete list of authors

  • Skelton, RE||Williamson, D

publication date

  • December 1990