Estimation Algorithm
Optimal estimation of a system’s future state using a dynamic model and a sequence of noisy measurements defines the recursive statistical method of tracking variables. Known as a Kalman predictor, this tool calculates the state vector ahead of the next available measurement to bridge communication gaps or sensor latency. It relies on the assumption of white Gaussian noise in both the process and the measurement models.
Mathematical Progression
Propagation of the state estimate is accompanied by the update of the error covariance matrix, which quantifies the uncertainty of the prediction. When the time step is small, the model projection dominates, which keeps the covariance low. Over longer prediction intervals without feedback, the uncertainty grows continuously, which reduces the reliability of the estimated state.
Dynamic Correction
Integrating the predictor within an inertial navigation system allows the estimation of velocity and position when the primary tracking sensor suffers a temporary dropout. By utilizing the last known state and the vehicle kinematics, the algorithm maintains a coherent trajectory. As soon as the tracking sensor regains signal lock, the prediction error is corrected through the calculation of the Kalman gain.
Tuning Sensitivity
Mismatch between the true process noise and the design parameters can lead to filter divergence. Correct tuning requires empirical testing to match the expected vehicle dynamics.