Publication Date:
2019-07-13
Description:
It has been claimed in the archival literature that the covariance matrix of a Kalman filter, which is designed to estimate the quaternion-of-rotation, is necessarily rank, deficient because the normality constraint of the quaternion produces dependence between the quaternion elements. In reality, though, this phenomenon does not occur. The covariance matrix is not singular, and the filter is well behaved. Several simple examples are presented th at demonstrate the regularity of the covariance matrix. First, a Kalman filter is designed to estimate variables subject to a functional relationship. Then the particular problem of quaternion estimation is analyzed. It is shown that the discrepancy stems from the fact that the functional relationship exists between the elements of the quaternion but not between its estimate elements.
Keywords:
Numerical Analysis
Type:
AIAA Paper 2002-4831
,
AIAA/AAS Astrodynamics Specialist Conference; Aug 05, 2002 - Aug 08, 2002; Monterey, CA; United States
Format:
application/pdf
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