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Accession Number N20120013105
Title Linear Covariance Analysis and Epoch State Estimators.
Publication Date 2012
Media Count 26p
Personal Author F. L. Markley J. R. Carpenter
Abstract This paper extends in two directions the results of prior work on generalized linear covariance analysis of both batch least-squares and sequential estimators. The first is an improved treatment of process noise in the batch, or epoch state, estimator with an epoch time that may be later than some or all of the measurements in the batch. The second is to account for process noise in specifying the gains in the epoch state estimator. We establish the conditions under which the latter estimator is equivalent to the Kalman filter.
Keywords Accuracy
Correlation
Covariance
Encapsulating
Error analysis
Kalman filters
Matrices(Mathematics)
Real time operation
State estimation
Statistical analysis

 
Source Agency National Aeronautics and Space Administration
NTIS Subject Category 72F - Statistical Analysis
49B - Circuits
Corporate Author Goddard Space Flight Center, Greenbelt, MD.
Document Type Journal article
Title Note N/A
NTIS Issue Number 1306
Contract Number N/A

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