Recursive Implementations of the Schmidt-Kalman 'Consider' Filter

作     者：Zanetti, Renato D'Souza, Christopher 

作者机构：Charles Stark Draper Lab Vehicle Dynam & Controls 17629 El Camino RealSuite 470 Houston TX 77058 USA NASA Johnson Space Ctr Houston TX 77058 USA NASA GN & C Autonomous Flight Syst Branch Aerosci & Flight Mech Div Johnson Space Ctr EG6 Houston TX 77058 USA 

出 版 物：《JOURNAL OF THE ASTRONAUTICAL SCIENCES》 

年 卷 期：2013年第60卷第3-4期

页      面：672-685页

核心收录：

学科分类：08[工学] 0825[工学-航空宇航科学与技术] 

主　　题：Recursive algorithms Filters Recursive Kalman filters 

摘      要：One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This paper addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU Schmidt Kalman filter is proposed. The non-optimality of the recursive Schmidt-Kalman filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.