KALMAN FILTER PERFORMANCE DEGRADATION WITH AN ERRONEOUS PLANT MODEL.
Abstract
This investigation is concerned with the effects of employing a Kalman filter to estimate the states in a system for which the mathematical model is inaccurate. Consideration is given to both intentional and unintentional mis-identification of parameters in the assumed plant dynamics. An algorithm consisting of four matrix equations is derived which yields the actual covariance of estimation error when errors in the assumed model are known. Depending upon the gain sequence used, the derived equations can be used to either (1) produce optimal estimates when errors are deliberate or (2) aid in the determination of mis-identification costs in terms of filter performance degradation if the relative accuracy of parameter identification is known. Analytic examples of scalar cases are included, as well as computer simulations for specific higher order systems, including the employment of a second order filter model with a fourth order plant. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1967
- Accession Number
- AD0819033
Entities
People
- Gerald Lee Devins
- Larry Blayne Nofziger
Organizations
- Naval Postgraduate School