Title :
An optimal modification of a Kalman filter for time scales
Author :
Greenhall, Charles A.
Author_Institution :
Jet Propulsion Lab., California Inst. of Technol., Pasadena, CA, USA
Abstract :
The Jones-Tryon Kalman filter, which was implemented in the time scale algorithm TA(NIST), produces time scales with poor short-term stability. A simple reduction of the error covariance matrix allows the filter to produce time scales with good stability at all averaging times, as verified by simulations of clock ensembles.
Keywords :
Kalman filters; clocks; covariance matrices; frequency stability; time measurement; Jones-Tryon Kalman filter; clock ensembles; error covariance matrix; optimal modification; stability; time scale algorithm; Clocks; Frequency estimation; Kalman filters; Noise level; Noise measurement; Phase estimation; Pulse measurements; Stability; State estimation; Time measurement;
Conference_Titel :
Frequency Control Symposium and PDA Exhibition Jointly with the 17th European Frequency and Time Forum, 2003. Proceedings of the 2003 IEEE International
Print_ISBN :
0-7803-7688-9
DOI :
10.1109/FREQ.2003.1275094
