Fundamentals of Kalman Filtering and Applications to GNSS
Fundamentals of Kalman Filtering and Applications to GNSS
Fundamentals of Kalman Filtering and Applications to GNSS
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<strong>Kalman</strong> Filter Engineering<br />
• Square root filtering<br />
– Robust against round <strong>of</strong>f<br />
• KF implementation requirements<br />
– Memory & OPS<br />
• Nuisance Variable Examples<br />
– Some can be ignored (at some cost)<br />
• Correlated noise states (e.g., S/A)<br />
• Anything not appearing elsewhere in model<br />
– Some cannot be ignored<br />
• Sensor biases<br />
• Sensor scale fac<strong>to</strong>rs<br />
<strong>Kalman</strong> <strong>Filtering</strong> Consultant Associates © 2011<br />
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