• DocumentCode
    797813
  • Title

    Degradation of linear filter performance due to modeling error

  • Author

    Huddle, James R. ; Wismer, David A.

  • Author_Institution
    Litton Guidance & Control Systems, Woodland Hills, CA, USA
  • Volume
    13
  • Issue
    4
  • fYear
    1968
  • fDate
    8/1/1968 12:00:00 AM
  • Firstpage
    421
  • Lastpage
    423
  • Abstract
    Differential equations for determining the dynamic and steady-state effects of a particular class of disturbances on the error in the estimate of the state vector of a stochastic linear dynamic system are obtained. For the problem of evaluating near optimal filter performance, the technique permits the performance degradation due to the deletion of certain state vector components in the design of a Kalman filter to be obtained.
  • Keywords
    Linear systems, stochastic continuous-time; Optimal control; Additive noise; Covariance matrix; Degradation; Differential equations; Mathematical model; Nonlinear filters; State estimation; Steady-state; Stochastic systems; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1968.1098934
  • Filename
    1098934
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=797813