Covariance Estimation and Gaussianity Assessment for State and Measurement Noise

No AccessEngineering NotesCovariance Estimation and Gaussianity Assessment for State and Measurement NoiseJindřich Duník, Oliver Kost, Ondřej Straka and Erik BlaschJindřich DuníkUniversity of West Bohemia, 306 14 Pilsen, Czech Republic, Oliver KostUniversity of West Bohemia, 306 14 Pilsen, Czech Republic, Ondřej StrakaUniversity of West Bohemia, 306 14 Pilsen, Czech Republic and Erik BlaschAir Force Research Laboratory, Rome, New York 13441Published Online:7 Nov 2019https://doi.org/10.2514/1.G004348SectionsRead Now ToolsAdd to favoritesDownload citationTrack citations ShareShare onFacebookTwitterLinked InRedditEmail About References [1] Mehra R. 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All rights reserved. All requests for copying and permission to reprint should be submitted to CCC at www.copyright.com; employ the eISSN 1533-3884 to initiate your request. See also AIAA Rights and Permissions www.aiaa.org/randp. TopicsAviation CommunicationCommunication SystemComputer Programming and LanguageComputing and InformaticsComputing, Information, and CommunicationControl TheoryGlobal Navigation Satellite SystemGuidance and Navigational AlgorithmsGuidance, Navigation, and Control SystemsKalman FilterRADARSatellite Navigation SystemsSignal ProcessingSpacecraft Guidance and Control KeywordsLinear Time InvariantCumulative Distribution FunctionMATLABGNSSRadar MeasurementKalman FilterStatistical Hypothesis TestingNavigation AlgorithmNumerical SimulationSignal ProcessingAcknowledgmentsThis paper was based on the work supported by the Air Force Office of Scientific Research, Air Force Material Command, United States Air Force (USAF), under Award No. FA9550-16-1-0511. Any opinions, findings, and conclusions or recommendations expressed in this publication are those of the authors and do not necessarily reflect the views of the Air Force Office of Scientific Research, Air Force Materiel Command, USAF.PDF Received8 February 2019Accepted30 September 2019Published online7 November 2019