Ill-conditioned covariance matrices in the first-order two-step estimator

Journal of Guidance, Control, and Dynamics

Volumn 21, Issue 5, 1998, Pages 754-760

  Garrison, James L ^a,d   Axelrad, Penina ^b,d   Kasdin, N Jeremy ^c,d  

^a NASA LANGLEY RESEARCH CENTER   (United States)

^b UCB 450   (United States)

^c STANFORD UNIVERSITY   (United States)

^d AIAA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; ERROR ANALYSIS; ESTIMATION;

FIRST-ORDER TWO-STEP ESTIMATORS; ILL-CONDITIONED COVARIANCE MATRIX;

MATRIX ALGEBRA;

EID: 0032166604     PISSN: 07315090     EISSN: 15333884     Source Type: Journal    
DOI: 10.2514/2.4302     Document Type: Article

References (5)

1. Haupt, G. T., Kasdin, N. J., Keiser, G. M., and Parkinson, B. W., "Optimal Recursive Iterative Algorithm for Discrete Nonlinear Least-Squares Estimation," Journal of Guidance, Control, and Dynamics, Vol. 19, No. 3, 1996, pp. 643-649.
2. Kasdin, N. J., and Haupt, G. T., "Second-Order Correction and Numerical Considerations for the Two-Step Optimal Estimator," Journal of Guidance, Control, and Dynamics, Vol. 20, No. 2, 1997, pp. 362-369.
3. Garrison, J. L., "Recursive Nonlinear Estimation for Relative Navigation in Elliptical Orbits," Ph.D. Dissertation, Dept. of Aerospace Engineering Sciences, Univ. of Colorado, Boulder, CO, Dec. 1997.
4. Press, W. H., Teukolsky, S. A., Vetterling, W. T., and Flannery, B. P., Numerical Recipes in C, Cambridge Univ. Press, New York, 1994, pp. 683-685.
5. "MATLAB Reference Guide," Mathworks, Inc., Natick, MA, Aug. 1992, p. 405.