Title :
Accuracy of the decoupled Kalman filter
Author :
Rogers, Steven R.
Author_Institution :
Norden Systems, Norwalk, CT, USA
fDate :
3/1/1986 12:00:00 AM
Abstract :
An explicit analytical solution is obtained for the suboptimal covariance matrix of a decoupled Kalman filter. The result is used to determine when filter decoupling breaks down.
Keywords :
Covariance matrices; Decoupling of systems, linear; Kalman filtering, linear systems; Angular velocity; Coordinate measuring machines; Covariance matrix; Equations; Filters; Performance evaluation; Position measurement; Recursive estimation; Target recognition; Target tracking;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104235
