New, guaranteed positive time update for the two-step optimal estimator

Journal of Guidance, Control, and Dynamics

Volumn 23, Issue 2, 2000, Pages 215-221

  Kasdin, N Jeremy ^a  

^a PRINCETON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; EIGENVALUES AND EIGENFUNCTIONS; OPTIMAL CONTROL SYSTEMS;

ITERATED EXTENDED KALMAN FILTERS; TWO-STEP OPTIMAL FILTERS;

KALMAN FILTERING;

EID: 0033872350     PISSN: 07315090     EISSN: None     Source Type: Journal    
DOI: 10.2514/2.4543     Document Type: Article

References (10)

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3. Garrison, J. L., Axelrad, P., and Kasdin, N. J., "Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator," Journal of Guidance, Control, and Dynamics, Vol. 21, No. 5, 1998, pp. 754-760.
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10. 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.