DocumentCode
2657722
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
fYear
2003
fDate
4-8 May 2003
Firstpage
228
Lastpage
232
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Frequency Control Symposium and PDA Exhibition Jointly with the 17th European Frequency and Time Forum, 2003. Proceedings of the 2003 IEEE International
ISSN
1075-6787
Print_ISBN
0-7803-7688-9
Type
conf
DOI
10.1109/FREQ.2003.1275094
Filename
1275094
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