Research ArticleOriginal Article
Open Access
Overbounding the effect of uncertain Gauss-Markov noise in Kalman filtering
Steven Langel, Omar García Crespillo and Mathieu Joerger
NAVIGATION: Journal of the Institute of Navigation June 2021, 68 (2) 259-276; DOI: https://doi.org/10.1002/navi.419
Steven Langel
1Department of Communications, SIGINT and PNT, The MITRE Corporation, Bedford, Massachusetts, USA
Omar García Crespillo
2Institute of Communications and Navigation, German Aerospace Center (DLR), Oberpfaffenhofen-Wessling, Germany
Mathieu Joerger
3Department of Aerospace and Ocean Engineering, Virginia Tech, Blacksburg, Virginia, USA
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In this issue
NAVIGATION: Journal of the Institute of Navigation
Vol. 68, Issue 2
Summer 2021
Overbounding the effect of uncertain Gauss-Markov noise in Kalman filtering
Steven Langel, Omar García Crespillo, Mathieu Joerger
NAVIGATION: Journal of the Institute of Navigation Jun 2021, 68 (2) 259-276; DOI: 10.1002/navi.419
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- Article
- Abstract
- SUMMARY OF MAIN RESULT
- 1 INTRODUCTION
- 2 PROBLEM SETUP
- 3 MOTIVATIONAL EXAMPLE
- 4 TRUE COVARIANCE MATRIX
- 5 MODELING UNCERTAIN GM NOISE
- 6 APPLICATION TO SEQUENTIAL ARAIM PERFORMANCE ANALYSIS
- 7 CONCLUSIONS
- HOW TO CITE THIS ARTICLE
- ACKNOWLEDGMENTS
- APPENDIX A: TRUE COVARIANCE MATRIX
- APPENDIX B: INITIAL VARIANCE BOUND
- APPENDIX C: DISCRETE-TIME COVARIANCE ERROR MATRIX
- APPENDIX D: PROOF OF POSITIVE SEMI-DEFINITENESS
- Footnotes
- REFERENCES
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