• DocumentCode
    3017274
  • Title

    Linear covariance analysis and sensitivity to a class of error sources for suboptimal recursive filters

  • Author

    Wolfe, C.A.

  • Author_Institution
    Orincon Corporation, La Jolla, Califorina
  • fYear
    1977
  • fDate
    7-9 Dec. 1977
  • Firstpage
    206
  • Lastpage
    209
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/CDC.1977.271572
  • Filename
    4045842
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3017274