Title :
The treatment of bias in the square-root information filter/smoother
Author_Institution :
Jet Propulsion Laboratory
Abstract :
The Dyer-McReynolds square root information filter (SRIF) is rederived, using recursive least squares arguments. The result is applied to a system composed partly of biases. The filter "sensitivity" matrix, "computed" covariance, and "consider" covariance for this augmented system are reviewed. A new computationally attractive representation for the smoothed estimates, in terms of a smoothed "sensitivity" matrix and a smoothed "computed" covariance is presented.
Keywords :
Covariance matrix; Error analysis; Information analysis; Information filtering; Information filters; Laboratories; Propulsion; Smoothing methods; State estimation; White noise;
Conference_Titel :
Decision and Control including the 12th Symposium on Adaptive Processes, 1973 IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1973.269238
