Worst Error Performance of Continuous Kalman Filters

Toshiya Nishimura · IEEE Transactions on Aerospace and Electronic Systems · 1975

The worst error performance of estimation filters is investigated for continuous systems in this paper. The pathological performance study, without assuming any dynamical model such as Markov processes for perturbations, except for its bounded amplitude, will give practical and dependable criteria in establishing the navigation and maneuver strategy in deep space missions.

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