Stepwise and sequential collocation
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Date
1973-07
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Publisher
Ohio State University. Division of Geodetic Science
Abstract
In stepwise collocation, the estimation procedure is split up into two steps, corresponding to a partitioning of the covariance matrix to be inverted. Formulas for signal and parameter estimates and for their error covariances are derived and interpreted statistically. Stepwise adjustment by parameters and by conditions is exhibited as special cases of stepwise collocation. Sequential collocation is an extension of the procedure so as to comprise several steps. Finally, the relation between sequential collocation and Kalman filtering is considered in some detail.
Description
Prepared for Air Force Cambridge Research Laboratories, Air Force Systems Command, United States Air Force, Bedford, Massachusetts: Contract No. F19628-72-C-0120, Project No. 8607, Task No. 860701