Wolff, Peter, J.

Relative error covariance analysis techniques and application

A technique for computing the error covariance of the difference between two estimators derived from different (possibly overlapping) data arcs is presented. The relative error covariance is useful for predicting the achievable consistency between Kalman-Bucy filtered estimates generated from two (not necessarily disjoint) data sets. The relative error covariance analysis technique is then applied to a Venus Orbiter simulation.