Title :
Linear covariance analysis and sensitivity to a class of error sources for suboptimal recursive filters
Author_Institution :
Orincon Corporation, La Jolla, Califorina
Abstract :
This paper shows how a sensitivity matrix for a class of error sources can be computed from the results of a linear covariance analysis. The class of error sources considered is the class which have deterministic propagation with random initial conditions. A simple method for removing the effect on the covariance analysis of these error sources is also given.
Keywords :
Analysis of variance; Covariance matrix; Estimation error; Monte Carlo methods; Nonlinear filters; Performance analysis; Power system modeling; Reduced order systems; State estimation; Vectors;
Conference_Titel :
Decision and Control including the 16th Symposium on Adaptive Processes and A Special Symposium on Fuzzy Set Theory and Applications, 1977 IEEE Conference on
Conference_Location :
New Orleans, LA, USA
DOI :
10.1109/CDC.1977.271572
