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Applied Optics

Applied Optics


  • Vol. 26, Iss. 22 — Nov. 15, 1987
  • pp: 4755–4760

Adaptive Kalman-Bucy filter for differential absorption lidar time series data

Russell E. Warren  »View Author Affiliations

Applied Optics, Vol. 26, Issue 22, pp. 4755-4760 (1987)

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An extension of the Kalman-Bucy algorithm for on-line estimation of multimaterial path-integrated concentration from multiwavelength differential absorption lidar time series data is presented in which the system model covariance is adaptively estimated from the input data. Performance of the filter is compared with that of a nonadaptive Kalman-Bucy filter using synthetic and actual lidar data.

© 1987 Optical Society of America

Original Manuscript: May 23, 1987
Published: November 15, 1987

Russell E. Warren, "Adaptive Kalman-Bucy filter for differential absorption lidar time series data," Appl. Opt. 26, 4755-4760 (1987)

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  1. R. E. Warren, “Detection and Discrimination Using Multiple-Wavelength Differential Absorption Lidar,” Appl. Opt. 24, 3541 (1985). [CrossRef] [PubMed]
  2. R. E. Kalman, “A New Approach to Linear Filtering and Prediction Problems,” Trans. ASME J. Basic Eng., Ser. 82D, 35 (1960). [CrossRef]
  3. R. E. Kalman, R. S. Bucy, “New Results in Linear Filtering and Prediction Theory,” Trans. ASME J. Basic Eng., Ser. 83D, 95 (1961). [CrossRef]
  4. A. Layfield, B. J. Rye, J. W. van Dijk, “Application of Optimal Estimation Techniques in DIAL,” in Third Topical Meeting on Coherent Laser Radar: Technology and Applications, Great Malvern, England, 7–11 July 1985.
  5. A. Layfield, B. J. Rye, “Software Filtering of DIAL Returns,” in DIAL Data Collection and Analysis Workshop, Virginia Beach, VA, 18-21 Nov. 1985.
  6. R. K. Mehra, “On the Identification of Variances and Adaptive Kalman Filtering,” IEEE Trans. Autom. Control AC-15, 175 (1970). [CrossRef]
  7. Ref. 2, p.40.
  8. A. Gelb, Ed., Applied Optimal Estimation (MIT Press, Cambridge, 1974).
  9. This initialization of Q assumes a quiescent environment at the start of data collection. It will be seen from the examples that the model adapts quickly enough that the initial choice for Q is relatively unimportant.
  10. A. Ralston, A First Course in Numerical Analysis (McGraw-Hill, New York, 1965).

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