OSA's Digital Library

Applied Optics

Applied Optics

APPLICATIONS-CENTERED RESEARCH IN 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)
http://dx.doi.org/10.1364/AO.26.004755


View Full Text Article

Enhanced HTML    Acrobat PDF (718 KB)





Browse Journals / Lookup Meetings

Browse by Journal and Year


   


Lookup Conference Papers

Close Browse Journals / Lookup Meetings

Article Tools

Share
Citations

Abstract

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

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

Citation
Russell E. Warren, "Adaptive Kalman-Bucy filter for differential absorption lidar time series data," Appl. Opt. 26, 4755-4760 (1987)
http://www.opticsinfobase.org/ao/abstract.cfm?URI=ao-26-22-4755


Sort:  Author  |  Year  |  Journal  |  Reset  

References

  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).

Cited By

Alert me when this paper is cited

OSA is able to provide readers links to articles that cite this paper by participating in CrossRef's Cited-By Linking service. CrossRef includes content from more than 3000 publishers and societies. In addition to listing OSA journal articles that cite this paper, citing articles from other participating publishers will also be listed.

Figures

Fig. 1 Fig. 2 Fig. 3
 

« Previous Article  |  Next Article »

OSA is a member of CrossRef.

CrossCheck Deposited