AN APPLICATION OF A COLORED NOISE KALMAN FILTER TO A RADIO-GUIDED ASCENT MISSION

Abstract

A set of general sequential filter equations is derived for nonlinear system dynamics and a nonlinear observation model, but is obtained with the assumption of a linear estimator. These equations, which are based upon previously developed formulas, include the colored measurement noise statistics and the statistics of nonestimated model parameter errors. Several simulations made with this filter are compared with the simulation results of an estimation procedure constructed with the utilization of the standard white noise assumptions. The difference between the white noise filter results and the colored noise filter results is found to be minimal. Instability occurred when the statistics of the effective exhaust velocity in the acceleration model were not properly accounted for.

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Document Details

Document Type
Technical Report
Publication Date
Jul 31, 1969
Accession Number
AD0695455

Entities

People

  • Donald J. Johnson

Organizations

  • The Aerospace Corporation

Tags

Communities of Interest

  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Computational Science
  • Computations
  • Elevation
  • Equations
  • Filters
  • Filtration
  • Kalman Filters
  • Low Elevation
  • Mathematical Filters
  • Measurement
  • Models
  • Radar
  • Simulations
  • Statistics
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.