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Applying the Kalman Filter to a Simple Case

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Abstract

The very basic formulas of a Kalman filter with discrete time are derived in this chapter. A simplified LISA problem is considered as an introductory example, where the pseudo-ranging measurements and the Doppler measurements from a single laser link of LISA are processed via a standard Kalman filter. The clock errors have been ignored in this simple example. The simulation results show that the Kalman filter is able to reduce the ranging noise under these assumptions.

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References

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Correspondence to Yan Wang .

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Wang, Y. (2016). Applying the Kalman Filter to a Simple Case. In: First-stage LISA Data Processing and Gravitational Wave Data Analysis. Springer Theses. Springer, Cham. https://doi.org/10.1007/978-3-319-26389-2_3

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