The problem of minimum variance discrete-time state estimation of a continuous-time double integrator via noisy continuous-time measurements is considered. The error covariance matrices of this estimation are calculated and analyzed. The relations between these covariance matrices and the error covariance matrix of the optimal continuous-time filter are obtained, and a way for determining the required sampling period is proposed. A commonly used approximated model is investigated; it is shown to be inappropriate unless a specific improvement is introduced in the model.<>
Discrete-time state estimation of analog double integrators
IEEE Transactions on Aerospace and Electronic Systems ; 24 , 6 ; 670-677
01.11.1988
562936 byte
Aufsatz (Zeitschrift)
Elektronische Ressource
Englisch
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