A Review of Reduced Kalman Filters for Clock Ensembles

作者：Greenhall Charles A^*

来源：IEEE Transactions on Ultrasonics, Ferroelectrics, and Frequency Control, 2012, 59(3): 491-496.

DOI：10.1109/TUFFC.2012.2219

This paper reviews the author's previous work on free-running timescales based on Kalman filters that act upon clock comparisons. The natural Kalman clock ensemble algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability. A new result on covariance matrix reduction is also stated.

• 出版日期2012-3