Paper presents improved filtering, prediction, and smoothing procedures for multistage linear dynamic systems when measured quantities are linear combinations of state variables with additive sequentially correlated noise; "augmented state" procedure suggested by R.E.Kalman may lead to ill-conditioned computations in constructing data processing filter; design procedure described eliminates computations and reduces dimension of filter required; results include explicit relations for prediction, filtering, and smoothing procedures and associated covariance matrices, of use in orbit determination, guidance, control, navigation, and flight testing.
Estimation using sampled data containing sequentially correlated noise
J Spacecraft Rockets
Journal of Spacecraft and Rockets ; 5 , n 6
1968
4 pages
Aufsatz (Zeitschrift)
Englisch
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