A generalized problem of 'worst correlation'

Details A generalized problem of 'worst correlation' A generalized problem of 'worst correlation'

May 1989

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1989kosis..27..454l&link_type=abstract

Kosmicheskie Issledovaniia (ISSN 0023-4206), vol. 27, May-June 1989, p. 454-456. In Russian.

Mathematics

Accuracy, Gyroscopes, Linear Programming, Correlation, Matrices (Mathematics), Minimax Technique, Spacecraft Motion

Scientific paper

The paper examines a generalization of the worst-correlation problem, where linear-inequality-type constraints are imposed on the measurement noise. It is shown that, in this case, the problem reduces to a problem of linear programming with the same number of constraints as in Lidov (1964), equal to the dimension of the system state vector. The present generalization is of interest when the measurements are acquired by gyro instruments.

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