Title :
Sensitivity of system performance to individual error statistics
Author_Institution :
General Electric Company, Pittsfield, Mass.
Abstract :
The method of equivalent observation 1 is extended to vector valued constant parameters and to uncorrelated measurement noise sequences. It is then used to determine easily calculated partial derivatives of final covariances with respect to parameter variances. Error matrices and bounds are developed in order to determine the range over which linearity may be assumed.
Keywords :
Covariance matrix; Error analysis; Large-scale systems; Linearity; Missiles; Noise measurement; Performance analysis; Plastics; Statistics; System performance;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1980 19th IEEE Conference on
Conference_Location :
Albuquerque, NM, USA
DOI :
10.1109/CDC.1980.271958
