Sensitivity of the Kalman Filter with Respect to Parameter Variations

Abstract

Techniques are given for sensitivity analysis of the Kalman filter with respect to simultaneous variations in measurement noise, plant noise, dynamic model, sampling period, and filter gain. These analytical techniques will greatly aid the design and evaluation of Kalman filters and other types of filters. Two basic assumptions were used: There are nominal quantities about which variations may be taken, and The estimation-error covariances are the filter performance measures.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1968
Accession Number
AD0728515

Entities

People

  • B. L. Ho

Organizations

  • SRI International

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Computations
  • Computer Programs
  • Covariance
  • Equations
  • Estimators
  • Filters
  • Filtration
  • Kalman Filtering
  • Kalman Filters
  • Mathematical Filters
  • Probability Distributions
  • Random Variables
  • Statistics
  • Trajectories
  • Variational Equations

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.