Title :
Sensitivity analysis in linear optimum estimation algorithm
Author_Institution :
Jet Propulsion Laboratory, Pasadena, California
Abstract :
Sensitivity of a posteriori statistics with respect to a change in a priori statistics in a minimum variance filter is investigated. Analytical expressions for the sensitivity are derived by means of a Green´s function and an auxiliary function.
Keywords :
Covariance matrix; Differential equations; Filtering; Laboratories; Propulsion; Sensitivity analysis; Space vehicles; Statistical analysis; Statistical distributions; Statistics;
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
DOI :
10.1109/SAP.1970.270027
