Reliability Analysis in Kalman Filteirng

Abstract

This manuscript centers on the reliability theory and its applications in Kalman filtering. Especially, it delivers a distinct derivation of the redundancy contribution - the key element of reliability theory for the Kalman filter algorithm that has not been comprehensively discussed in literature at present. A distinction is made between the system innovation vector and the measurement (or pseudo measurement) residual vector. This allows to directly analyse the observation vector and the process noise vector. Particular attention is paid not only to the theoretical fundamentals of the reliability, and also to the