Noise Covariance Matrix Estimation in Navigation and Tracking: Impact of Linearisation Error
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43932617" target="_blank" >RIV/49777513:23520/17:43932617 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=8263782" target="_blank" >https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=8263782</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/CDC.2017.8263782" target="_blank" >10.1109/CDC.2017.8263782</a>
Alternative languages
Result language
angličtina
Original language name
Noise Covariance Matrix Estimation in Navigation and Tracking: Impact of Linearisation Error
Original language description
The paper deals with the estimation of the noise covariance matrices of nonlinear state-space models, which are linearised for the purpose of the estimation. A special attention is focused on an analysis of the linearisation error effect on the quality of the covariance matrix estimates. For the analysis, typical representatives of four fundamental approaches to noise covariance matrix estimation, i.e., a correlation method, a maximum-likelihood method, a covariance matching method, and a Bayesian method are selected and briefly introduced. The analysis is performed using a navigation example with an additional assessment of the direct and indirect impact of the linearisation error on the state estimate.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
—
OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
<a href="/en/project/GC16-19999J" target="_blank" >GC16-19999J: Cooperative Approaches to Design of Nonlinear Filters</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 56th IEEE Conference on Decision and Control
ISBN
978-1-5090-2873-3
ISSN
0743-1546
e-ISSN
—
Number of pages
7
Pages from-to
958-964
Publisher name
IEEE
Place of publication
Melbourne
Event location
Melbourne, Austrálie
Event date
Dec 12, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000424696900149