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.


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    Title :

    Estimation using sampled data containing sequentially correlated noise


    Additional title:

    J Spacecraft Rockets


    Contributors:

    Published in:

    Publication date :

    1968


    Size :

    4 pages


    Type of media :

    Article (Journal)


    Type of material :

    Print


    Language :

    English


    Keywords :