Approximate Analytical Evaluation of Extended-Kalman Filters.

Abstract

Analytical equations derived for evaluating linear estimators are applied to extended-Kalman filters for approximate performance evaluation. Two cases were consdidred, a single known target trajectory and multiple target trajectories with given probabilities of occurrence. For the multiple-trajectory case, equations are derived for the mean and covariance of estimation error in terms of the conditional expectations. Two examples are presented to compare the use of the analytical equations with Monte-Carlo simulation.

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1975
Accession Number
ADA019383

Entities

People

  • Hansan Oner Tasdelen

Organizations

  • Naval Postgraduate School

Tags

DTIC Thesaurus Topics

  • Data Science
  • Equations
  • Estimators
  • Filters
  • Information Science
  • Kalman Filters
  • Mathematical Analysis
  • Mathematical Filters
  • Monte Carlo Method
  • Multiple Targets
  • Optimal Estimators
  • Statistical Algorithms
  • Statistical Analysis
  • Targets
  • Test And Evaluation
  • Trajectories

Readers

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