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Recursive Implementations of the Schmidt-Kalman ‘Consider’ Filter

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Abstract

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.

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Correspondence to Renato Zanetti.

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Zanetti, R., D’Souza, C. Recursive Implementations of the Schmidt-Kalman ‘Consider’ Filter. J of Astronaut Sci 60, 672–685 (2013). https://doi.org/10.1007/s40295-015-0068-7

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  • DOI: https://doi.org/10.1007/s40295-015-0068-7

Keywords

Navigation