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Recursive Implementations of the Schmidt-Kalman ‘Consider’ Filter

Author:
Zanetti, Renato   D’Souza, Christopher  


Journal:
The Journal of the Astronautical Sciences


Issue Date:
2013


Abstract(summary):

One method to account for parameters errors in the Kalman filter is to ‘consider’ their effect in the so-called Schmidt-Kalman filter. This paper addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU Schmidt-Kalman filter is proposed. The non-optimality of the recursive Schmidt-Kalman filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.


Page:
672-685


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