Accession Number : ADA019383

Title :   Approximate Analytical Evaluation of Extended-Kalman Filters.

Descriptive Note : Master's thesis,

Corporate Author : NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s) : Tasdelen,Hansan Oner

Report Date : DEC 1975

Pagination or Media Count : 175

Abstract : Analytical equations derived for evaluating linear estimators are applied to extended-Kalman filters for approximate performance evaluation. Two cases were consdidred, a single known target trajectory and multiple target trajectories with given probabilities of occurrence. For the multiple-trajectory case, equations are derived for the mean and covariance of estimation error in terms of the conditional expectations. Two examples are presented to compare the use of the analytical equations with Monte-Carlo simulation.

Descriptors :   *Kalman filtering, Tracking, Computerized simulation, Monte Carlo method, Analytic functions, Computer programs, Theses

Subject Categories : Numerical Mathematics

Distribution Statement : APPROVED FOR PUBLIC RELEASE