Title :
Guaranteed estimation in the problems of navigation information processing
Author :
Tupysev, Victor A. ; Stepanov, Oleg A. ; Loparev, Alexei V. ; Litvinenko, Yuliya A.
Author_Institution :
Concern CSRI Elektropribor, JSC, St. Petersburg, Russia
Abstract :
A new approach for guaranteed state estimation of a linear system under parameter uncertainties in correlated disturbances and measurement errors is suggested. Conditions for adjustment of a Kalman-type filter with guaranteed estimation are derived for the case that the correlated disturbances and measurement errors are first-order Markov processes. The efficiency of the suggested method is illustrated by a navigation problem solved for aiding the inertial navigation system.
Keywords :
Kalman filters; Markov processes; inertial navigation; linear systems; state estimation; uncertain systems; Kalman-type filter; first-order Markov processes; guaranteed state estimation; linear system; navigation information processing; parameter uncertainties; Control systems; Covariance matrix; Filtering; Information processing; Kalman filters; Measurement errors; Navigation; Riccati equations; State estimation; Stochastic processes;
Conference_Titel :
Control Applications, (CCA) & Intelligent Control, (ISIC), 2009 IEEE
Conference_Location :
Saint Petersburg
Print_ISBN :
978-1-4244-4601-8
Electronic_ISBN :
978-1-4244-4602-5
DOI :
10.1109/CCA.2009.5281081
