Applications of Mininum Variance Reduced-State Estimators
- 1 September 1975
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Aerospace and Electronic Systems
- Vol. AES-11 (5) , 785-794
- https://doi.org/10.1109/TAES.1975.307988
Abstract
This paper presents an algorithm for a class of suitably constrained reduced-order filters which minimize the variance of the estimated variables. The algorithm generates both the filter gain history and the true estimation error covariance. The algorithm provides a quantitative criterion which can be used to measure the performance of any reduced-order estimator. Both continuous and discrete estimators are considered. Several examples are treated including an application of the technique to a hybrid navigation system of high order.Keywords
This publication has 3 references indexed in Scilit:
- Minimum variance reduced state filtersPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1972
- A direct derivation of the optimal linear filter using the maximum principleIEEE Transactions on Automatic Control, 1967
- Application of State-Space Methods to Navigation ProblemsPublished by Elsevier ,1966