Effects of Non-Normal Outlier-Prone Error Distribution on Kalman Filter Track

Abstract

This report is about the effects of non-normality on the efficiency of the Kalman filter, particularly when the distribution of measurement errors is still symmetric but the tails are extended, which means that the observations are outlier-prone. Kalman Filter.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1991
Accession Number
ADA247036

Entities

People

  • Jose B. De Souza Neto

Organizations

  • Naval Postgraduate School

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Coordinate Systems
  • Data Science
  • Differential Equations
  • Digital Filters
  • Estimators
  • Filters
  • Information Science
  • Kalman Filters
  • Mathematical Filters
  • Observation
  • Operations Research
  • Random Variables
  • Recursive Filters
  • Schools
  • Statistical Algorithms
  • Test And Evaluation

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