SENSITIVITY ALGORITHM FOR A RANDOM ERROR IN KALMAN FILTER AND PREDICTORS,

Abstract

A sensitivity algorithm is developed for the continuous-time Kalman filter and predictor when random errors exist in the model parameters. Random errors occur in the design of the Kalman estimator when the dynamical and statistical parameters of the model are not completely known. The uncertainties in these parameters result in the errors being random. This sensitivity algorithm permits the evaluation of the filter and predictor a priori design and provides a designer a technique to simplify the sensitivity analysis procedures. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1970
Accession Number
AD0701432

Entities

People

  • Demetrios G. Lainiotis
  • Malcolm R. Railey

Organizations

  • University of Texas at Austin

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Estimators
  • Filters
  • Kalman Filters
  • Mathematics
  • Sensitivity
  • Statistical Algorithms
  • Test And Evaluation

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.