next up previous
Next: The linear static model Up: The Kalman-filter model Previous: The linear dynamic model

The non-linear dynamic model

Suppose the position of the satellite was measured by a ground-based tracking station, which outputs the position in spherical coordinates relative to the station's tracking antenna (spherical coordinates are specified by a distance tex2html_wrap_inline3988 from an origin and two angles of rotation tex2html_wrap_inline3990 and tex2html_wrap_inline3992 ). This would be an example of a non-linear dynamic system because the satellite's state vector (which is represented in Cartesian coordinates) is no longer a linear function of the measurement vector. This relationship can now be expressed as

equation445

where

equation450

H is now a general vector-valued transfer function of tex2html_wrap_inline3956 . In both the linear and non-linear cases, the noise is assumed to be a property of the measurement process and not of the system's state vector.



Ramani Pichumani
Mon Jul 7 10:34:23 PDT 1997