
Figure 5.141 shows the velocity error, the difference between the actual velocity and the
estimated velocity, vs. time. The velocity error is bounded by the standard deviation of the 2,2
element of the state covariance matrix, which is constant. Here, too, the maximum velocity error at
any given time is negligible for the steady-state Kalman filter.
This concludes the implementation and analysis of the steady-state Kalman filter as applied to the
range and velocity estimates of an incoming mete orite.
Next, the discrete-time Kalman filter is applied to the same problem for comparison with the
continuous-time Kalman filter. The dynamic system of the meteorite ...