J-Adaptive Estimation with Estimated Noise Statistics
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.
KeywordsState Estimation Error Measurement Noise Level Tracking Coverage Initial State Estimation Range Rate Measurement
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