DocumentCode
851971
Title
Accuracy of the decoupled Kalman filter
Author
Rogers, Steven R.
Author_Institution
Norden Systems, Norwalk, CT, USA
Volume
31
Issue
3
fYear
1986
fDate
3/1/1986 12:00:00 AM
Firstpage
274
Lastpage
275
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1986.1104235
Filename
1104235
Link To Document