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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_116</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_115.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_116</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_117.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 116</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">this coupled system, the covariance propagates between sampling times according to</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="f9d3eac667d31625820f156fb98dc615.gif" border="0" alt="0116-01.GIF" width="337" 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"><img src="d0110d592ddb53824f0fe028d4cb34c1.gif" border="0" alt="0116-02.GIF" width="337" 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"><img src="f050a963b980488c75a719b159f55a94.gif" border="0" alt="0116-03.GIF" width="337" 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">and is altered by measurement updates according to</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="ebbc8815baf8b11495011cbb25fd671d.gif" border="0" alt="0116-04.GIF" width="418" height="19" /></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="75ae59445b15c270b593c3bcb3412274.gif" border="0" alt="0116-05.GIF" width="417" 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"><img src="85861514ac6155d3ee07cc53a0cdc132.gif" border="0" alt="0116-06.GIF" width="417" 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">where <img src="a442237494aff62955955823187e37ae.gif" border="0" alt="C0116-01.GIF" width="317" height="19" />. The error variance of the variable of interest z is defined at any instant 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="22419b229b95b02e46e0f55f3afb4395.gif" border="0" alt="0116-07.GIF" width="362" height="18" /></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">In the special case in which the state definitions are the same and it is reasonable to assume that <img src="0b156959486300c9db2f6a240d0b85e5.gif" border="0" alt="C0116-02.GIF" width="42" height="15" /> and <img src="dc853e46e6168950d0c69714e07c4c2c.gif" border="0" alt="C0116-03.GIF" width="44" height="15" /> with V = I, the error state <img src="f17b7188848ffd098f521489ca1e6ba6.gif" border="0" alt="C0116-04.GIF" width="65" height="15" /> can be defined and the covariance matrix propagation equations for the error state simplify considerably to</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="21a652b994ece1ba9c85623bef324fda.gif" border="0" alt="0116-08.GIF" width="381" height="18" /></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="d41825bba8d8dbbdf26f2bb8ce7cc994.gif" border="0" alt="0116-09.GIF" width="342" height="18" /></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">where <img src="0381ed76eaae76613db071d846e41696.gif" border="0" alt="C0116-05.GIF" width="85" height="14" />. Since Eqs. (4.54)(4.57) and Eqs. (4.71) and (4.72) involve different values for the process- and the measurement-noise covariances, the latter set of equations can be used to study the sensitivity to noise covariance assumptions of the design resulting from the former set of equations.</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">Note that both the time and the measurement covariance update equations are independent of the measurement data. Therefore these equations can be precomputed off line during the design phase. There are two reasons for being interested in such precomputation. First, the covariance propagation accounts for the majority of filter computation. In certain applications in which the online computational capabilities are limited, it may be necessary to determine and use either curves fit to the Kalman gains or the steady-state Kalman gains. Although this will lighten the on-line computational load, performance may suffer. For example, when steady-state gains are used, performance will suffer during transient conditions such as start-up. Second, the covariance equations allow prediction of the state-estimation accuracy. Therefore it is often useful</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_115.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_116</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_117.html">next page&nbsp;&gt;</a></td>			</tr>		</table>		</body>	</html>

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