SENSITIVITY ANALYSIS OF DISCRETE FILTERING AND SMOOTHING ALGORITHMS

This investigation presents a sensitivity analysis of the error covariance matrices of the discrete smoothing problem. Algorithms are developed for matrix sensitivity functions for both large and differential errors. Two examples are presented to illustrate the use of the given algorithms-a linearized version for the in- track motion of a satellite traveling in a circular orbit, and a simplified version of an error model of a long-term inertial navigation system which might be used for marine application.