Optimal Estimation of Measurement Bias

Abstract

A method is described for the optimal estimation of measurement biases in a Kalman filtering application. The method, which was originally developed by B. Friedland, is based on the decoupling of a large Kalman filter into two smaller filters. One of the smaller filters produces a state estimate which assumes that all measurement biases are zero and the other called the bias filter estimates the measurement biases. The outputs of the two smaller filters are recombined to form the optimal state estimates. Restrictions on the form of the filters which are imposed by the decoupling are discussed. Several extensions of Friedland's original method are presented. Finally, the implementation of the filters via square root filtering techniques is developed.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1972
Accession Number
AD0753961

Entities

People

  • Robert H. Turner
  • William S. Agee

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Covariance
  • Data Science
  • Equations
  • Estimators
  • Filters
  • Filtration
  • Information Science
  • Kalman Filters
  • Measurement
  • Measuring Instruments
  • New Mexico
  • Numerical Analysis
  • Square Roots
  • Statistical Analysis
  • Trajectories

Fields of Study

  • Engineering

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.