This paper presents a simple approach to the derivation of sensitivity measures of smoothing algorithms. It is proposed that the known sensitivity results of the Kalman filtering algorithm be utilized along with the state augmentation approach for this purpose. The sensitivity measures so obtained are easier to compute than the ones available in the literature. It is then shown that the fixed-point smoothing algorithm, derived recently by Biswas and Mahalanabis [1], [2], is less sensitive to model parameter variations than the algorithm studied by Griffin and Sage [7], [8]. The case of a satellite tracking problem is presented by way of illustrating the results.
On the Sensitivity of a Fixed-Point Smoothing Algorithm
IEEE Transactions on Aerospace and Electronic Systems ; AES-9 , 6 ; 912-920
1973-11-01
1632942 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
On the sensitivity of a fixed-point smoothing algorithm
Tema Archiv | 1973
|An Approach to Fixed-Point Smoothing Problems
IEEE | 1972
|Fixed interval smoothing - Revisited
AIAA | 1990
|A d-step Fixed-lag Smoothing Algorithm for Markovian Switching Systems
British Library Conference Proceedings | 2002
|