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Accession Number
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N20120013105
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Title
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Linear Covariance Analysis and Epoch State Estimators.
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Publication Date
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2012
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Media Count
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26p
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Personal Author
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F. L. Markley J. R. Carpenter
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Abstract
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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.
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Keywords
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Accuracy
Correlation
Covariance
Encapsulating
Error analysis
Kalman filters
Matrices(Mathematics)
Real time operation
State estimation
Statistical analysis
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Source Agency
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National Aeronautics and Space Administration
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NTIS Subject Category
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72F - Statistical Analysis
49B - Circuits
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Corporate Author
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Goddard Space Flight Center, Greenbelt, MD.
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Document Type
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Journal article
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Title Note
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N/A
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NTIS Issue Number
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1306
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Contract Number
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N/A
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