Precision matrix as a construction tool of line estimators

Jacek Karwatka

doi:10.1117/12.784828

28 December 2007 Precision matrix as a construction tool of line estimators

Jacek Karwatka

Proceedings Volume 6937, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2007; 69373A (2007) https://doi.org/10.1117/12.784828
Event: Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2007, 2007, Wilga, Poland

Abstract

In the work is presented the concept of a precision matrix being the reverse of a covariance matrix and presented modifications of Kalman filter equations enabling the use of measurements, for which the distribution of error is described by the singular precision matrix. Such a situation occurs, when the number of degrees of freedom of measuring result is less than dimensional space, in which the measurement is made. The precision matrix easily enables the description of this type of measurement, in addition estimators' formulae using the precision matrix are much more simple.

Citation Download Citation

Jacek Karwatka "Precision matrix as a construction tool of line estimators", Proc. SPIE 6937, Photonics Applications in Astronomy, Communications, Industry, and High-Energy Physics Experiments 2007, 69373A (28 December 2007); https://doi.org/10.1117/12.784828

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