Characterization of Kalman filter residuals in the presence of mismodeling

The mean and covariance of a Kalman filter residual are computed for specific cases in which the Kalman filter model differs from a linear model that accurately represents the true system (the truth model). Multiple model adaptive estimation (MMAE) uses a bank of Kalman filters, each with a differen...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	IEEE transactions on aerospace and electronic systems 2000-01, Vol.36 (1), p.114-131
Hauptverfasser:	Hanlon, P.D., Maybeck, P.S.
Format:	Artikel
Sprache:	eng
Schlagworte:	Adaptive estimation Aerospace control Algorithms Banks Computation Computational modeling Covariance Covariance matrix Kalman filters Matched filters Mathematical analysis Matrices Matrix methods Military computing Nonlinear filters Standard deviation State estimation Studies System testing
Online-Zugang:	Volltext bestellen
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!