DocumentCode :
797838
Title :
Large and small scale sensitivity analysis of optimum estimation algorithms
Author :
Griffin, Robert E. ; Sage, Andrew P.
Author_Institution :
Southern Methodist University, Dallas, TX, USA
Volume :
13
Issue :
4
fYear :
1968
fDate :
8/1/1968 12:00:00 AM
Firstpage :
320
Lastpage :
329
Abstract :
This paper presents the derivation and evaluation of algorithms for error analysis, large and small scale sensitivity of optimum filtering and fixed interval smoothing solutions to linear estimation problems. Model errors as well as ignorance of plant and measurement noise covariance matrices are considered. Results are presented for a simple scalar problem and for the problem of state estimation in an inertial navigation system operating in the free inertial mode.
Keywords :
Estimation; Linear systems, time-varying continuous-time; Sensitivity analysis; Covariance matrix; Error analysis; Filtering algorithms; Filters; Noise measurement; Sensitivity analysis; Smoothing methods; State estimation; Stochastic processes; Vectors;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1968.1098936
Filename :
1098936
Link To Document :
بازگشت