IMPROVED EMPIRICAL COVARIANCE ESTIMATION

被引：0
|
作者：
Cerven, William Todd [1 ]
机构：
[1] Aerosp Corp, Syst Engn Div, 15049 Conf Ctr Dr, Chantilly, VA 20151 USA
来源：
ASTRODYNAMICS 2013, PTS I-III | 2014年 / 150卷
关键词：
D O I：
暂无
中图分类号：
V [航空、航天];
学科分类号：
08 ; 0825 ;
摘要：
Covariance estimation through a measurement space method can be made more robust by incorporating weights into the least squares solution process. When the measurements are of full rank, it can be shown that the calculation replicates that of a normalized sample covariance calculation. Furthermore, distribution sampling theory can then be used to estimate errors in these covariance estimates. Lastly, this estimator is applied successfully to realistic scenarios where the error distribution is non-Gaussian in Cartesian space.
引用
收藏
页码：879 / 895
页数：17
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