NDLI: Bounding integrity risk subject to structured time correlation modeling uncertainty

Content Provider	IEEE Xplore Digital Library
Author	Langel, S. Khanafseh, S. Pervan, B.
Copyright Year	2012
Description	Author affiliation: Illinois Institute of Technology, 10 West 32nd Street, Chicago, 60616 USA (Langel, S.; Khanafseh, S.; Pervan, B.)
Abstract	Sequential state estimation of linear dynamical systems with time correlation uncertainty in the measurement and process noise is considered. The presence of random noise introduces a state estimate error that is defined in terms of a probability distribution. For high integrity navigation applications, the probability of the estimate error vector residing outside a specified boundary must be explicitly quantified. This probability, or integrity risk, can only be computed accurately when the measurement and process noise distributions are precisely known. Unfortunately, precise knowledge of the input noise distributions is rarely available; the use of inexact models can lead to optimistic integrity risks and potentially life-threatening situations can ensue. This paper focuses on developing a methodology to compute upper bounds on integrity risk subject to a bounded uncertainty structure on the input noise autocorrelation functions.
Starting Page	678
Ending Page	684
File Size	1390633
Page Count	7
File Format	PDF
ISBN	9781467303859
ISSN	21533598
e-ISBN	9781467303873
DOI	10.1109/PLANS.2012.6236943
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-04-23
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Q measurement Vectors Distance measurement Kalman Filter integrity risk bounded autocorrelation
Content Type	Text
Resource Type	Article

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