Applications of Mininum Variance Reduced-State Estimators |
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Authors: | Hutchinson CE D'Appolito JA Roy KJ |
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Institution: | University of Massachusetts Amherst, Mass. 01002; |
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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. |
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