KALMAN FILTERING WITH A TWO-STATE CLOCK MODEL

Fran B. Varnum

Abstract:	In this paper, a formulation of the operative equations that might be employed to filter measurements taken of an atomic clock are developed in an intuitive way. Emphasis is upon making clear, in a practical example, concepts and matrix components that might otherwise appear somewhat abstract to the uninitiated in a formal derivation. Particular attention is given to the concept and calculation of the process noise required to process timing data in a Kalman filter. The author has tried to present the material in such a manner that a person with little or no experience could begin experimenting with the use of a Kalman filter to process real or simulated timing data.
Published in:	Proceedings of the 15th Annual Precise Time and Time Interval Systems and Applications Meeting December 6 - 8, 1983 Naval Research Laboratory Washington, DC
Cite this article:	Varnum, Fran B., "KALMAN FILTERING WITH A TWO-STATE CLOCK MODEL," Proceedings of the 15th Annual Precise Time and Time Interval Systems and Applications Meeting, Washington, DC, December 1983, pp. -.
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