Title :
Efficient computation of the circular error probability (CEP) integral
Author :
Shnidman, David A.
Author_Institution :
Lincoln Lab., MIT, Lexington, MA, USA
fDate :
8/1/1995 12:00:00 AM
Abstract :
A novel method for evaluating the circular error probability (CEP) integral using a recurrence relation is presented. This approach is highly efficient, accurate, and reliable. It can easily be used, in conjunction with the Newton-Raphson iteration, to determine the CEP. The CEP expressions have been generalized elsewhere to include correlation between x and y coordinate measurements. Since modern guidance and control techniques have greatly improved accuracy, we may also wish to generalize the 0.5 probability associated with the CEP to some other value, P. These generalizations are included in the presented technique
Keywords :
Newton-Raphson method; correlation methods; error statistics; navigation; probability; Newton-Raphson iteration; circular error probability integral; correlation; error probability; probability distribution; recurrence relation; Coordinate measuring machines; Error probability; Integral equations; Mathematics; Measurement errors; Navigation; Probability distribution; Random variables; Statistics; Vehicles;
Journal_Title :
Automatic Control, IEEE Transactions on
