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Kalman Filtering Solution Converges on a Personal Computer

Department of Semiconductors, Instruments and Photonics (DSIF), School of Electrical and Computing Engineering (FEEC), State University of Campinas (UNICAMP), Av. Albert Einstein 400 Cidade Universitária Zeferino Vaz, Campinas, SP 13083-852, Brazil

E-mail Address: paulodav@dsif.fee.unicamp.br

Corresponding author.

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and

Gilmar Barreto

E-mail Address: gbarreto@dsif.fee.unicamp.br

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https://doi.org/10.1142/S0218126617500050Cited by:0 (Source: Crossref)

Abstract

Instantaneous observability is used to watch a system output with very fast signals as well as it is a system property that enables to estimate system internal states. This property depends on the pair of discrete matrices ${A (k), C (k)}$ and it considers that the system state equations are known. The problem is that the system states are inside and they are not always accessible directly. A process, which is a time-varying running program in four parts composes the system under investigation here. It is shown it is possible to apply Kalman filtering on a digital personal computer’s system with particularly the four parts like the ones under investigation. A computing process is performed during a period of time called latency. The calculation of latency considers it as a random variable with Gaussian distribution. The potential application of the results attained is the forecasting of data traffic-jam on a digital personal computer, which has very fast signals inside. In a broader perspective, this method to calculate latency can be applied on other digital personal computer processes such as processes on random access memory. It is also possible to apply this method on local area networks and mainframes.

This paper was recommended by Regional Editor Emre Salman.

Keywords:

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