The two-step optimal estimator and example applications

Advances in the Astronautical Sciences

Volumn 104, Issue , 2000, Pages 15-34

  Kasdin, N Jeremy ^a  

^a Princeton University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039174563     PISSN: 00653438     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (16)

1. Gelb, Arthur, Ed., Applied Optimal Estimation, The M.I.T. Press, Cambridge, MA, 1974.
2. Stengel, R. F., Stochastic Optimal Control, Theory and Application, John Wiley & Sons, New York, 1986.
3. Bryson, A. E., and Ho, Y.C., Applied Optimal Control, Hemisphere Publishing Corp., Washington, 1975.
4. Kailath, T., Lectures on Wiener and Kalman Filtering, Springer Verlag, New York, 1981.
5. Kalman, R. E., "A New Approach to Linear Filtering and Prediction Problems," Transactions of the ASME, Series D: Journal of Basic Engineering, Vol. 82, 1960, 35-45.
6. Haupt, G. T., Kasdin, N. J., Keiser, G. M., and Parkinson, B. W., "An Optimal Recursive Iterative Algorithm for Discrete Nonlinear Least-Squares Estimation," Journal of Guidance, Control, and Dynamics, May-June, 1996, Vol. 19, No. 3, pp. 643-649.
7. Kasdin, N. J. "Discrete Simulation of Colored Noise and Stochastic Processes and 1/fα Power Law Noise Generation," Proceedings of the IEEE, Vol. 83, No. 5, May 1995, pg. 802-827.
8. Soong, T.T. Random Differential Equations in Science and Engineering. New York: Academic Press, 1973.
9. Gard, T. C. Introduction to Stochastic Differential Equations. New York: Marcel Dekker, Inc., 1988.
10. Kasdin, N. J., Haupt, G. T., "Second-Order Correction and Numerical Considerations for the Two-Step Optimal Estimator," Journal of Guidance, Control, and Dynamics, March-April, 1997, Vol. 20, No. 2, pp. 362-369.
11. Garrison, J. L., Axelrad, P., Kasdin, N. J., "Ill-Conditioned Covariance Matrices in the First-Order Two-Step Estimator," Journal of Guidance, Control, and Dynamics, Sept.-Oct., 1998, Vol. 21, No. 5, pp. 754-760.
12. Bell, B. M., and Cathey, F. W., "The Iterated Kalman Filter Update as a Gauss-Newton Method," IEEE Transactions on Automatic Control, Vol. 38, No. 2, 1993, pp. 294-297.
13. Van Loan, C. F., "Computing Integrals Involving the Matrix Exponential," IEEE Transactions on Automatic Control, June, 1978, vol. AC-23, pp. 395-404.
14. Kasdin, N. J., "A New, Guaranteed Positive Time Update for the Two-Step Optimal Estimator," upcoming issue of Journal of Guidance, Control, and Dynamics.
15. 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.
16. Kasdin, N. J., "Precision Pointing Control of the Spinning Gravity Probe B Spacecraft," Ph.D. dissertation, Dept. of Aeronautics and Astronautics, Stanford University, Stanford, CA, March 1991, SUDAAR 606.