The mean and covariance of a Kalman filter residual are computed for specific cases in which the Kalman filter model differs from a linear model that accurately represents the true system (the truth model). Multiple model adaptive estimation (MMAE) uses a bank of Kalman filters, each with a different internal model, and a hypothesis testing algorithm that uses the residuals from this bank of Kalman filters to estimate the true system model. At most, only one Kalman filter model will exactly match the truth model and will produce a residual whose mean and standard deviation have already been analyzed. All of the other filters use internal models that mismodel the true system. We compute the effects of a mismodeled input matrix, output matrix, and state transition matrix on these residuals. The computed mean and covariance are compared with simulation results of flight control failures that correspond to mismodeled input matrices and output matrices.


    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €


    Exportieren, teilen und zitieren



    Titel :

    Characterization of Kalman filter residuals in the presence of mismodeling


    Beteiligte:
    Hanlon, P.D. (Autor:in) / Maybeck, P.S. (Autor:in)


    Erscheinungsdatum :

    01.01.2000


    Format / Umfang :

    1462155 byte




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch




    Estimation of Kalman filter gain from output residuals

    Juang, Jer-Nan / Chen, Chung-Wen / Phan, Minh | NTRS | 1993


    Estimation of Kalman filter gain from output residuals

    JUANG, JER-NAN / CHEN, CHUNG-WEN / PHAN, MINH | AIAA | 1993


    Estimation of Kalman Filter Gain from Output Residuals

    Juang, J.-N. | Online Contents | 1993


    Kalman Filter

    Setoodeh, Peyman / Habibi, Saeid / Haykin, Simon | Wiley | 2022