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

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Equations
  • Estimators
  • Filters
  • Intervals
  • Kalman Filters
  • Mathematics
  • Sensitivity

Readers

  • Approximation Theory.
  • Inertial Navigation Systems.