DocumentCode
797838
Title
Large and small scale sensitivity analysis of optimum estimation algorithms
Author
Griffin, Robert E. ; Sage, Andrew P.
Author_Institution
Southern Methodist University, Dallas, TX, USA
Volume
13
Issue
4
fYear
1968
fDate
8/1/1968 12:00:00 AM
Firstpage
320
Lastpage
329
Abstract
This paper presents the derivation and evaluation of algorithms for error analysis, large and small scale sensitivity of optimum filtering and fixed interval smoothing solutions to linear estimation problems. Model errors as well as ignorance of plant and measurement noise covariance matrices are considered. Results are presented for a simple scalar problem and for the problem of state estimation in an inertial navigation system operating in the free inertial mode.
Keywords
Estimation; Linear systems, time-varying continuous-time; Sensitivity analysis; Covariance matrix; Error analysis; Filtering algorithms; Filters; Noise measurement; Sensitivity analysis; Smoothing methods; State estimation; Stochastic processes; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1968.1098936
Filename
1098936
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