I appreciate this discussion. I'm a statistician, not an engineer. I teach linear quadratic estimation, of which Kalman is the archetypal example, as a mathematical exercise without dealing more than very superficially with practical applications. I've been following these posts with interest. Thanks, gentlemen.
On Tuesday, March 10, 2020, Poul-Henning Kamp <p...@phk.freebsd.dk> wrote: > -------- > In message <be8c8c2f-217b-13b8-c9ce-c4150c549...@rubidium.se>, Magnus > Danielson > writes: > > >It should be said that Kalman is kind of optimum for "white" noise > >(what-ever that is), but we are far from white noise. Variants of Kalman > >filters use noise-colour compensation of some sort, and that kind of > >solves some of the issues. It does not fit the problem perfectly. This > >is why time-scale algorithms is not directly Kalman filters but only > >Kalman-esque to some degree. > > And that line of thought brings us to the stochastic-ish model which > timing.com used on three 5071A and (three?) GPS's for the LORAN-C > modernization. > > It's a very interesting paper and a very good idea, which works > becuase their frequency source "bottoms out" in the MVAR plot: > Frequency drift would mean you too many degrees of freedom. > > The only chance I see of doing something like that, would be a Rb > where the lowest point on the MVAR plot is very close to 12h, or > even better 24h, where the GPS is similarly optimal. > > Que the HP5065A... > > -- > Poul-Henning Kamp | UNIX since Zilog Zeus 3.20 > p...@freebsd.org | TCP/IP since RFC 956 > FreeBSD committer | BSD since 4.3-tahoe > Never attribute to malice what can adequately be explained by incompetence. > > _______________________________________________ > time-nuts mailing list -- time-nuts@lists.febo.com > To unsubscribe, go to http://lists.febo.com/mailman/ > listinfo/time-nuts_lists.febo.com > and follow the instructions there. > -- Homo sum humani a me nihil alienum puto. _______________________________________________ time-nuts mailing list -- time-nuts@lists.febo.com To unsubscribe, go to http://lists.febo.com/mailman/listinfo/time-nuts_lists.febo.com and follow the instructions there.