DocumentCode
2995899
Title
Sensitivity analysis in linear optimum estimation algorithm
Author
Ohtakay, H.
Author_Institution
Jet Propulsion Laboratory, Pasadena, California
fYear
1970
fDate
7-9 Dec. 1970
Firstpage
222
Lastpage
222
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location
Austin, TX, USA
Type
conf
DOI
10.1109/SAP.1970.270027
Filename
4044682
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