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<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">	<html>		<head>			<title>page_114</title>			<link rel="stylesheet" href="reset.css" type="text/css" media="all">			<meta http-equiv="Content-Type" content="text/html; charset=UTF-8" />		</head>		<body>		<table summary="top nav" border="0" width="100%">			<tr>				<td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_113.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_previous" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_114</strong></td>				<td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_115.html">next page&nbsp;&gt;</a></td>			</tr>					<tr>				<td id="ebook_page" align="left" colspan="3" style="background: #ffffff; padding: 20px;">    <table border="0" width="100%" cellpadding="0"><tr><td align="center">  <table border="0" cellpadding="2" cellspacing="0" width="100%"><tr><td align="left"></td>  <td align="right"></td>  </tr></table></td></tr><tr><td align="left"><p></p><table border="0" cellspacing="0" cellpadding="0" width="100%"><tr><td align="right"><font face="Times New Roman, Times, Serif" size="2" color="#FF0000">Page 114</font></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><i>4.4.1<br />Monte Carlo Analysis</i></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">Monte Carlo analysis in this case refers to the process of evaluating the actual navigation software in a simulation of the application. The simulation of the actual process is evaluated over expected trajectories with additive stochastic-process inputs. To be as realistic as possible, the analysis may run the navigation code on the application computer with connections to a second computer and possibly additional hardware that implement the application simulation. There are two main motivations cited for Monte Carlo analysis.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">The first motivation is to test the navigation software in a controlled environment before field testing. This testing may detect sign errors or previously unmodeled states. It can also show the effects of previously unmodeled nonlinearities. The testing will also ensure the software runs in the allocated amount of time.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">A second motivation is to perform statistical analysis of the navigation-system actual performance in comparison with the filter estimate of its statistical performance (i.e.,<img src="00f6b0972b2200a6e2c5d79c16a759b4.gif" border="0" alt="PCIRC.GIF" width="12" height="16" />). In addition, the analyst is interested in determining whether the mean estimation error is unbiased. For statistically valid results, numerous simulations calculating the filter estimation error will be required. The error statistics will have to be calculated over the numerous simulations. Statistical information of this type is usually more efficiently determined by the covariance analysis techniques discussed in Sec. 4.4.2. The accuracy of the statistical results determined by either the Monte Carlo or the covariance analysis technique is dependent on the accuracy of the <i>reality</i> or <i>truth model</i> that is assumed.</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><i>4.4.2<br />Covariance Analysis</i></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">Consider a system described by</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="4f61f5b7f66d27e92cf713a6eb01fabd.gif" border="0" alt="0114-01.GIF" width="434" height="44" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">which drives an estimator designed with the model</font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="995966fc5866738638697cfabbaa66c2.gif" border="0" alt="0114-02.GIF" width="473" height="47" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="3cb97113e450d896f36d4fb85222539e.gif" border="0" alt="0114-03.GIF" width="364" height="23" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="704355358609b28b235dcabf4694d3a4.gif" border="0" alt="0114-04.GIF" width="333" height="23" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3"><img src="b314396d5019a7157724760ee6956a90.gif" border="0" alt="0114-05.GIF" width="324" height="20" /></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table><table border="0" cellspacing="0" cellpadding="0"><tr><td rowspan="5"></td>  <td colspan="3" height="12"></td>  <td rowspan="5"></td></tr><tr><td colspan="3"></td></tr><tr><td></td>  <td><font face="Times New Roman, Times, Serif" size="3">as shown in Fig. 4.5. In this section we are concerned with calculation of the error variance of <img src="c5a966f21a0cdb1c1fd2cd8697a4c045.gif" border="0" alt="C0114-01.GIF" width="80" height="13" /> in the actual implemented system in which the</font><font face="Times New Roman, Times, Serif" size="3" color="#FFFF00"></font></td><td></td></tr><tr><td colspan="3"></td></tr><tr><td colspan="3" height="1"></td></tr></table></td></tr></table><p><font size="0"></font></p>  </td>			</tr>				<tr>				<td align="left" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_113.html">&lt;&nbsp;previous page</a></td>				<td id="ebook_next" align="center" width="40%" style="background: #EEF3E2"><strong style="color: #2F4F4F; font-size: 120%;">page_114</strong></td>				<td align="right" width="30%" style="background: #EEF3E2"><a style="color: blue; font-size: 120%; font-weight: bold; text-decoration: none; font-family: verdana;" href="page_115.html">next page&nbsp;&gt;</a></td>			</tr>		</table>		</body>	</html>

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