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. The case of a satellite tracking problem is presented by way of illustrating the results.
On the sensitivity of a fixed-point smoothing algorithm
Die Empfindlichkeit eines Festkomma-Glaettungsalgorithmus
IEEE Transactions on Aerospace and Electronic Systems ; 9 , 6 ; 912-920
1973
9 Seiten, 5 Bilder, 9 Quellen
Aufsatz (Zeitschrift)
Englisch
FILTER , ZIELVERFOLGUNG , ALGORITHMUS , GLAETTUNG , SATELLIT , MESSUNG , EMPFINDLICHKEIT
On the Sensitivity of a Fixed-Point Smoothing Algorithm
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