Kalman Filtering: Theory and Application

adaptive filter algorithm altimeter analysis application approach assumed Automat bias calculated components computed constant Contr coordinates correlation covariance matrix defined denoted derived described deviation differential equation divergence dynamical system eigenvalue error covariance estimation error estimation problem estimation theory example extended Kalman filter filter equations filtering theory formulas frequency function Gaussian given IEEE IEEE Trans implementation ingot input least-squares linear dynamic systems linear filtering measurement noise method motion navigation nonlinear observations obtained optimal estimate optimal filter optimum orbit orthogonal P₁ paper parameters performance position error prediction priori procedure process noise pseudorange radar random process random variables recursive residuals sampling satellite scalar Section sensor sequence signal simulation smoothing solution spacecraft square root statistical steady-state stochastic Stochastic Processes superheater target technique temperature terrain Theorem tion tracking trajectory transition matrix uncertainty update values vector velocity correction white noise Wiener Wiener filtering zero