Accession Number:

AD0701432

Title:

SENSITIVITY ALGORITHM FOR A RANDOM ERROR IN KALMAN FILTER AND PREDICTORS,

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:

22.0

Abstract:

A sensitivity algorithm is developed for the continuous-time Kalman filter and predictor when random errors exist in the model parameters. Random errors occur in the design of the Kalman estimator when the dynamical and statistical parameters of the model are not completely known. The uncertainties in these parameters result in the errors being random. This sensitivity algorithm permits the evaluation of the filter and predictor a priori design and provides a designer a technique to simplify the sensitivity analysis procedures. Author

Descriptors:

• (*INFORMATION THEORY
• MATHEMATICAL PREDICTION)
• CONTROL SYSTEMS
• SENSITIVITY
• ALGORITHMS
• ERRORS
• STOCHASTIC PROCESSES

Subject Categories:

• Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE