Minimax property of a discrete Kalman filter for imprecisely specified variance matrices.

Computer Science – Performance

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

Artificial Satellites: Celestial Mechanics

Scientific paper

The deviation of the nominal variance matrices used in the discrete Kalman filter algorithm from the true variance matrices lowers the accuracy of estimation of the state vector. It is shown that when the actual variance matrices are majorized by standard matrices, the use of the latter for filtering will provide the best guaranteed value of the quadratic performance index among all linear estimators. A relation is derived as a characteristic of the reduction in the index of the error of estimation as a result of the transition to guaranteed variance matrices. The results of calculations are given in connection with the identification of the parameters of motion of an artificial earth satellite in a near-circular orbit.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Minimax property of a discrete Kalman filter for imprecisely specified variance matrices. does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Minimax property of a discrete Kalman filter for imprecisely specified variance matrices., we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Minimax property of a discrete Kalman filter for imprecisely specified variance matrices. will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-1339267

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.