Assessing the Validity of Suboptimal 2-State Clock Models

Abstract

In real-time Kalman filter applications involving clocks, it is common practice to model the clock errors with simply two state variables, namely phase and frequency. It has been pointed out in previous PTTI papers that such models are suboptimal because they cannot accommodate flicker noise components exactly, Thus it is desirable to have a means of assessing the "goodness of fit" of a proposed 2-state model in the particular application at hand. The methodology suggested here involves first choosing a higher-order model which is used as a truth model for purpose of analysis. The suboptimal gains generated by the 2-state model being assessed are then cycled through the truth model to generate realistic error covariances to be associated with the suboptimal filter. This method of assessing the degree of suboptimality of the 2-state model is especially useful in prediction application where the At interval is relatively large. Subtleties and possible pitfalls in the design of the truth model are discussed in the paper, and examples are presented.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA498703

Entities

People

  • In S. Ahn
  • R. G. Brown

Organizations

  • Bradley University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Clocks
  • Covariance
  • Engineering
  • Equations
  • Equations Of State
  • Error Analysis
  • Errors
  • Filters
  • Filtration
  • Frequency
  • Kalman Filters
  • Linear Systems
  • Random Walk
  • Standards
  • Time Intervals
  • Transfer Functions
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computational Modeling and Simulation
  • Positioning, Navigation, and Timing (PNT) Technology.