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Combined covariance reductions for Kalman filter composite clocks

Suess, Matthias and Greenhall, Charles (2012) Combined covariance reductions for Kalman filter composite clocks. Metrologia, 49. Institute of Physics (IOP) Publishing. ISSN 0026-1394

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Abstract

The impact of combining two covariance matrix reduction methods on the resulting Kalman filter timescale estimates and covariances is addressed. The Brown and Greenhall reduction operations commute, and the combination of both reductions gives the same Kalman filter estimates as the Greenhall reduction alone. The benefit of combining both methods is that the Greenhall reduced covariances are further reduced in the positive semi-definite sense. A numerical example demonstrates the combined reduction by calculating the trace of the original and reduced covariance matrices. It is pointed out that the corrected clock offsets can follow the system time offset with different precisions, but the mutual disagreements of the corrected time offsets (called synchronization error) can be identical.

Item URL in elib:https://elib.dlr.de/77173/
Document Type:Article
Title:Combined covariance reductions for Kalman filter composite clocks
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Suess, Matthiasmatthias.suess (at) dlr.deUNSPECIFIED
Greenhall, Charlescgreenhall (at) jpl.nasa.govUNSPECIFIED
Date:2012
Journal or Publication Title:Metrologia
Refereed publication:Yes
Open Access:No
Gold Open Access:No
In SCOPUS:Yes
In ISI Web of Science:Yes
Volume:49
Editors:
EditorsEmail
Lawless, Rachel UNSPECIFIED
Publisher:Institute of Physics (IOP) Publishing
ISSN:0026-1394
Status:Published
Keywords:Covariance reduction Kalman filter clock Gps galileo
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Communication and Navigation
DLR - Research area:Raumfahrt
DLR - Program:R KN - Kommunikation und Navigation
DLR - Research theme (Project):R - Vorhaben GNSS2/Neue Dienste und Produkte
Location: Oberpfaffenhofen
Institutes and Institutions:Institute of Communication and Navigation > Navigation
Deposited By: Süß, Matthias
Deposited On:20 Sep 2012 07:26
Last Modified:06 Sep 2019 15:20

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