Accession Number:

ADA247036

Title:

Effects of Non-Normal Outlier-Prone Error Distribution on Kalman Filter Track

Descriptive Note:

Master's thesis

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CA

Personal Author(s):

Report Date:

1991-09-01

Pagination or Media Count:

69.0

Abstract:

This report is about the effects of non-normality on the efficiency of the Kalman filter, particularly when the distribution of measurement errors is still symmetric but the tails are extended, which means that the observations are outlier-prone. Kalman Filter.

Subject Categories:

  • Operations Research
  • Target Direction, Range and Position Finding
  • Acoustics
  • Electricity and Magnetism

Distribution Statement:

APPROVED FOR PUBLIC RELEASE