ON THE EQUIVALENCE OF LINEARIZED KALMAN FILTERS

Abstract

The purpose of this note is to examine the relationships of the Kalman filters which can be used to estimate the linearized state of two different state-variable representations of the same nonlinear system. It is shown that, to within first order effects, the choice of the coordinate system for the construction of the Kalman filter is immaterial.

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Document Details

Document Type
Technical Report
Publication Date
Jan 11, 1967
Accession Number
AD0646550

Entities

People

  • Michael Athans

Organizations

  • Massachusetts Institute of Technology

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Construction
  • Coordinate Systems
  • Covariance
  • Department Of Defense
  • Differential Equations
  • Electrical Engineering
  • Engineering
  • Equations
  • Equations Of Motion
  • Equations Of State
  • Filters
  • Kalman Filters
  • Linear Systems
  • Nonlinear Systems
  • Trajectories

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.