Suboptimization of a Kalman Filter with Delayed-States as Observables

Abstract

The computational requirements of the Kalman filter may become excessive when the measurement model includes a connection with both the present state and a previous state. Three aspects of this problem are studied. A performance analysis is presented and a performance index is defined as an aid in evaluating the performance of two classes of suboptimal filters which may be used to solve this problem. The two classes are suboptimality due to modeling variations and due to alternate gain algorithms. A suboptimal filter is derived which belongs to the second class. The simulation of a proposed integrated inertial/doppler-satellite navigation system is performed to study the performance of filters belonging to both of the above classes.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1970
Accession Number
AD0714501

Entities

People

  • C. J. Triska
  • Terry B. Cline

Organizations

  • Iowa State University

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Algorithms
  • Artificial Satellites
  • Computational Science
  • Coordinate Systems
  • Estimators
  • Filters
  • Guidance
  • Inertial Navigation
  • Inertial Navigation Systems
  • Kalman Filters
  • Mathematical Filters
  • Measurement
  • Navigation
  • Satellite Navigation Systems
  • Simulations
  • Space Systems
  • Vehicles

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Operations Research

Technology Areas

  • Space