论文标题

与高斯 - 马尔科夫结构的不确定时间相关错误的紧密界限

Tight Bounds for Uncertain Time-Correlated Errors with Gauss-Markov Structure

论文作者

Crespillo, Omar Garcia, Joerger, Mathieu, Langel, Steve

论文摘要

安全至关重要的导航应用要求可靠地量化估计错误。如果过程噪声或测量错误的时间相关性不确定,则对于线性动态系统而言,这可能是具有挑战性的。在许多系统(例如,在基于卫星或惯性导航系统中)中,有一些相关的传感器错误来源可以使用高斯 - 马尔科夫过程(GMP)进行很好的建模。但是,GMP参数的不确定性,尤其是在相关时间常数中,可能会导致误导误差估计。在本文中,我们开发了新的时间相关模型,以确保估计误差差异的紧密上限,假设实际误差是一个固定的GMP,其时间常数仅在一个间隔内居住。我们首先使用频域分析在连续和离散的时域中得出一个固定的GMP模型,该模型优于文献中先前描述的模型。然后,我们使用非平稳的GMP模型达到了更严格的估计误差,为此我们确定了保证边界条件的最小初始方差。在这两种情况下,该模型都可以轻松地在线性估计器(例如Kalman滤波器)中实现。

Safety-critical navigation applications require that estimation errors be reliably quantified and bounded. This can be challenging for linear dynamic systems if the process noise or measurement errors have uncertain time correlation. In many systems (e.g., in satellite-based or inertial navigation systems), there are sources of time-correlated sensor errors that can be well modeled using Gauss-Markov processes (GMP). However, uncertainty in the GMP parameters, particularly in the correlation time constant, can cause misleading error estimation. In this paper, we develop new time-correlated models that ensure tight upper bounds on the estimation error variance, assuming that the actual error is a stationary GMP with a time constant that is only known to reside within an interval. We first use frequency-domain analysis to derive a stationary GMP model both in continuous and discrete time domain, which outperforms models previously described in the literature. Then, we achieve an even tighter estimation error bound using a non-stationary GMP model, for which we determine the minimum initial variance that guarantees bounding conditions. In both cases, the model can easily be implemented in a linear estimator like a Kalman filter.

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