Characterization of Kalman filter residuals in the presence of mismodeling

摘要: The mean and covariance of a Kalman filter residual are computed for specific cases in which the model differs from linear that accurately represents true system (the truth model). Multiple adaptive estimation (MMAE) uses bank filters, each with different internal model, hypothesis testing algorithm residuals this filters to estimate model. At most, only one filter's will exactly match produce whose standard deviation have already been analyzed. All other use models mismodel system. We compute effects mismodeled input matrix, output state transition matrix on these residuals. compared simulation results flight control failures correspond matrices matrices.