Guaranteed estimation in the problems of navigation information processing

A new approach for guaranteed state estimation of a linear system under parameter uncertainties in correlated disturbances and measurement errors is suggested. Conditions for adjustment of a Kalman-type filter with guaranteed estimation are derived for the case that the correlated disturbances and m...

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Bibliographic Details
Main Authors: Tupysev, V.A., Stepanov, O.A., Loparev, A.V., Litvinenko, Y.A.
Format: Conference Proceeding
Language:English
Subjects:
Control systems
Covariance matrix
Filtering
Information processing
Kalman filters
Measurement errors
Navigation
Riccati equations
State estimation
Stochastic processes
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Summary:A new approach for guaranteed state estimation of a linear system under parameter uncertainties in correlated disturbances and measurement errors is suggested. Conditions for adjustment of a Kalman-type filter with guaranteed estimation are derived for the case that the correlated disturbances and measurement errors are first-order Markov processes. The efficiency of the suggested method is illustrated by a navigation problem solved for aiding the inertial navigation system.
ISSN:1085-1992
2576-3210
DOI:10.1109/CCA.2009.5281081