SENSITIVITY ALGORITHMS FOR DIMENSIONAL STRUCTURE ERRORS IN THE KALMAN ESTIMATOR,
Abstract
The performance algorithms of the Kalman estimators are derived when the dimensionality of the estimators differs from that of the actual system model. The estimators considered are the continuous and discrete-time cases of the Kalman filter, predictor and fixed-interval smoother. These performance algorithms represent the structural sensitivity resulting when the system performance is lowered due to errors in the order of the differential (difference) equation that describes the system. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1970
- Accession Number
- AD0701426
Entities
People
- Demetrios G. Lainiotis
- Malcolm R. Railey
Organizations
- University of Texas at Austin