@inproceedings{e8241d582017446091e9cd5ffa3b69fc,
title = "A New Approach for Modeling Correlated Gaussian Errors using Frequency Domain Overbounding",
abstract = "This paper presents a new method to overbound Kalman filter (KF) based estimate error distributions in the presence of uncertain, time-correlated noise. Each noise component is a zero-mean Gaussian random process whose autocorrelation sequence (ACS) is stationary over the filtering duration. We show that the KF covariance matrix overbounds the estimate error distribution when the noise models overbound the Fourier transform of a windowed version of the ACS. The method is evaluated using covariance analysis for an example application in GPS-based relative position estimation.",
keywords = "Colored noise, Fourier transform, Kalman filter, covariance matrix, overbound, positive sequence",
author = "Steven Langel and {Garcia Crespillo}, Omar and Mathieu Joerger",
note = "Publisher Copyright: {\textcopyright} 2020 IEEE.; 2020 IEEE/ION Position, Location and Navigation Symposium, PLANS 2020 ; Conference date: 20-04-2020 Through 23-04-2020",
year = "2020",
month = apr,
doi = "10.1109/PLANS46316.2020.9110192",
language = "English (US)",
series = "2020 IEEE/ION Position, Location and Navigation Symposium, PLANS 2020",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "868--876",
booktitle = "2020 IEEE/ION Position, Location and Navigation Symposium, PLANS 2020",
}