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A quantitative evaluation of Ott and Meder's prediction error filterNormal access

Author: J. M. Mendel
Journal name: Geophysical Prospecting
Issue: Vol 25, No 4, December 1977 pp. 692 - 698
DOI: 10.1111/j.1365-2478.1977.tb01197.x
Organisations: Wiley
Language: English
Info: Article, PDF ( 337.19Kb )

Ott and Meder's prediction error filter can be rederived so that it correctly handles input noise vectors which are of smaller dimension than the state vector. The poor performance obtained by Ott and Meder for their example can be explained by means of the error covariance matrix for the prediction error filter.

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