Accession Number:

AD0701426

Title:

SENSITIVITY ALGORITHMS FOR DIMENSIONAL STRUCTURE ERRORS IN THE KALMAN ESTIMATOR,

Descriptive Note:

Corporate Author:

TEXAS UNIV AUSTIN ELECTRONICS RESEARCH CENTER

Personal Author(s):

• Lainiotis,Demetrios G.
• Railey,Malcolm R.

Report Date:

1970-02-01

Pagination or Media Count:

25.0

Abstract:

The performance algorithms of the Kalman estimators are derived when the dimensionality of the estimators differs from that of the actual system model. The estimators considered are the continuous and discrete-time cases of the Kalman filter, predictor and fixed-interval smoother. These performance algorithms represent the structural sensitivity resulting when the system performance is lowered due to errors in the order of the differential difference equation that describes the system. Author

Descriptors:

• (*INFORMATION THEORY
• MATHEMATICAL PREDICTION)
• SENSITIVITY
• ALGORITHMS
• ERRORS
• DIFFERENCE EQUATIONS

Subject Categories:

• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE