Finite wordlength design of digital Kalman filters for state estimation

The optimal design of a Kalman filter is considered with respect to its finite wordlength (FWL) characteristics taking into account the roundoff noise due to state quantization. The issues are particularly relevant in the design of FWL Kalman filters for continuous-time systems operating under a fast sampling rate. In this respect, the results demonstrate one compromise between the selection of the sampling rate and the selection of the state wordlength. The optimum filter structure includes state residue feedback compensation which can result in the saving of many bits of additional state wordlength.

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