A GENERAL SEQUENTIAL LINEAR FILTER.

Abstract

A Kalman filter that accounts for time correlated noise without augmenting the state vector or differencing the measurements is derived. The derivation also emphasizes the treatment in the estimation process of unsolved-for modeling errors in the dynamic model and in the measurement model. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 31, 1969
Accession Number
AD0695454

Entities

People

  • Donald J. Johnson

Organizations

  • The Aerospace Corporation

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Filters
  • Kalman Filters
  • Mathematical Filters
  • Mathematics
  • Measurement

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.