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| Titel: |
Formulation and implementation of a practical algorithm for non-stationary adaptive state estimation |
| Auteur: |
Whitmore, Stephen A. Leondes, Cornelius T. |
| Verschenen in: |
International journal of control |
| Paginering: | Jaargang 44 (1986) nr. 3 pagina's 767-775 |
| Jaar: |
1986-09-01 |
| Inhoud: |
Background information on the Kalman filter is given first. A discussion of the filter parameters and their a priori determination follows. The discussion points out the need for adaptive determination of the process noise statistics. The filter innovations are presented as a means for developing the adaptive criteria. The criteria centre around the estimation of the true mean and covariance of the filter innovations A method for the numerical approximation of the mean and covariance of a locally stationary random process is presented. The definition of a local stationarity is presented. Local stationarity allows for the separation of the process statistics into a stationary component and a time-varying component. The separation method is discussed. A method for estimating the stationary and time-varying components is presented As an example of its application to real problems, the algorithm is applied to the problem of re-entry trajectory estimation for the space shuttle. Both the adaptive algorithm and the steady-state Kalman filter are applied to the problem. The results of the reconstructions are presented. The adaptive algorithm exhibits superior performance. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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