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J-Adaptive Estimation with Estimated Noise Statistics

  • A. H. Jazwinski
  • C. Hipkins
Conference paper
Part of the COSPAR-IAU-IUTAM book series (IUTAM)

Abstract

The previously developed J-Adaptive sequential estimator (1,2) is extended to include simultaneous estimation of the noise statistics in a statistical model for unmodeled system dynamics. This extension completely automates the estimator, eliminating the requirement of an analyst in the loop. Simulations in satellite orbit determination demonstrate the efficacy of the sequential estimation algorithm.

Keywords

State Estimation Error Measurement Noise Level Tracking Coverage Initial State Estimation Range Rate Measurement 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    Jazwinski, A.H.; Hipkins, C.: Adaptive Estimation for Model Enhancement in Satellite Orbit Determination. Business and Technological Systems, Inc., BTSTR-72–1, July 1972.Google Scholar
  2. 2.
    Jazwinski, A.H.: Adaptive Sequential Estimation with Applications. Presented at the Fifth IFAC Symposium on Automatic Control in Space, Genoa, Italy, June 1973. Also Automatica 10 (1974) 203–207.CrossRefGoogle Scholar
  3. 3.
    Jazwinski, A.H.: Adaptive Filtering. Automatica 5 (1969) 475–485.zbMATHCrossRefGoogle Scholar
  4. 4.
    Jazwinski, A.H.: Stochastic Processes and Filtering Theory. New York: Academic Press, Inc. 1970.Google Scholar
  5. 5.
    Jazwinski, A.H.; Hipkins, C.: J-Adaptive Estimation with Estimated Noise Statistics. Business and Technological Systems, Inc., BTS-TR-73–5, November 1973.Google Scholar

Copyright information

© Springer-Verlag, Berlin/Heidelberg 1975

Authors and Affiliations

  • A. H. Jazwinski
    • 1
  • C. Hipkins
    • 1
  1. 1.Business and Technological Systems, Inc.SeabrookUSA

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