APPLICATION OF THE DALMAN FILTER TO SPHERICAL DISCRETE TRACK SMOOTHING AND PREDICTION.

Abstract

The paper investigates the effectiveness of a method for circumventing the problem of nonlinear observation of a linear system's state variables in the Kalman filter discrete estimation scheme. The method employs a linearization of the nonlinear coordinate transformation, in this case cartesian to spherical. The performance of a filter designed by this method is observed as a function of measurement error, accuracy of filter initialization, and the relevance of the estimated initial error covariance, P sub 2/1. The investigation reveals that the most critical factor in filter performance and stability is filter state initialization. (Author)

Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1966
Accession Number
AD0639920

Entities

People

  • J. S. Demetry
  • R. E. Hudson

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Covariance
  • Data Science
  • Errors
  • Filters
  • Information Science
  • Kalman Filters
  • Mathematical Analysis
  • Mathematical Filters
  • Mathematics
  • Measurement
  • Observation
  • Statistical Algorithms
  • Statistical Analysis

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.