A Multipurpose Consider Covariance Analysis for Square-Root Information Filters
A Multipurpose Consider Covariance Analysis for Square-Root Information Filters
复制标题
平方根信息滤波器的多用途考虑协方差分析
DOI：
10.2514/6.2012-4599
复制
发表时间：
2012
影响因子：
7.3
通讯作者：
M. Psiaki
中科院分区：
文献类型：
--
作者：
Joanna C. Hinks;M. Psiaki
提出并证明了一种适用于具有多种模型误差的平方根信息的新形式的协方差分析。一般性和紧凑性。该分析能够研究当LTER的动态模型，测量模型，假定的统计数据或这些组合不正确时出现的估计误差。这种调查可以改善现有的精度，包括不正确的初始状态协方差； ，这些示例的考虑分析结果被证明与蒙特卡洛模拟紧密一致。
A new form of consider covariance analysis suitable for application to square-root information lters with a wide variety of model errors is presented and demonstrated. A special system formulation is employed, and the analysis draws on the algorithms of square-root information ltering to provide generality and compactness. This analysis enables one to investigate the estimation errors that arise when the lter’s dynamics model, measurement model, assumed statistics, or some combination of these is incorrect. Such an investigation can improve lter design or characterize an existing lter’s true accuracy. Areas of application include incorrect initial state covariance; incorrect, colored, or correlated noise statistics; unestimated states; and erroneous system matrices. Several simple, yet practical, examples are developed, and the consider analysis results for these examples are shown to agree closely with Monte Carlo simulations.