Modeling errors in Kalman filters
Toshiya Nishimura · NASA STI Repository (National Aeronautics and Space Administration) · 1970
Suboptimal filters based on erroneous models of system dynamics as well as on a priori statistics are discussed in this report.Suboptimal estimates for both continuous and discrete cases are derived and the error bounds are established under certain conditions.Two examples are provided to demonstrate the application of the theory developed in this report.