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自动化学报 1994
New Structure of Kalman Filter and its Application to Target Tracking
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Abstract:
To get a highly efficient, Kalman filter. and some series and parallel methodsare developed to solve the problems of target tracking or failure detection. It shows that the number of operations in the series method is reduced from o(n3) too(n') (n is the dimension of state). When applied to the problems of target tracking, the efficiency of the new algorithm is 2.56 times higher than the ordinary kalman filter.