In this thesis, complete decomposition of the Kalman filter into the reduced-order Kalman filter with slow and fast modes is addressed. First, we investigate the decomposition so that the slow and fast filters are completely separated with both of filters driven by the system measurements. The simulation results are presented for such a decomposition using an aircraft example. In the second part, this thesis presents the design of reduced order Kalman filters for systems with both slow and fast modes for the case of perfect measurement. The main advantage of the reduced order approach is moderating and reducing mathematical difficulties to obtain the optimal state estimation. This will facilitate the use of Kalman filter for a class of real-time physical systems. In this thesis, we explain the effectiveness of the proposed design through theoretical studies and simulation results.
Subject (authority = RUETD)
Topic
Electrical and Computer Engineering
Subject (authority = ETD-LCSH)
Topic
Kalman filtering
RelatedItem (type = host)
TitleInfo
Title
Rutgers University Electronic Theses and Dissertations
Identifier (type = RULIB)
ETD
Identifier
ETD_7727
PhysicalDescription
Form (authority = gmd)
electronic resource
InternetMediaType
application/pdf
InternetMediaType
text/xml
Extent
1 online resource (vi, 50 p. : ill.)
Note (type = degree)
M.S.
Note (type = bibliography)
Includes bibliographical references
Note (type = statement of responsibility)
by Saif Almansouri
RelatedItem (type = host)
TitleInfo
Title
Graduate School - New Brunswick Electronic Theses and Dissertations
Identifier (type = local)
rucore19991600001
Location
PhysicalLocation (authority = marcorg); (displayLabel = Rutgers, The State University of New Jersey)
Rutgers University. Graduate School - New Brunswick
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Type
License
Name
Author Agreement License
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