Local observability and its application to multiple measurement estimation

The concept of local observability is introduced for linear time-varying systems. The concept is useful for the analysis of the observability of a system during a chosen time period. It has important applications in estimation involving multiple measurements. The observability matrix, used for testing complete observability, is also used to determine local observability. The condition number of the matrix is adopted as a scalar measure of degree of local observability. The use of the matrix and its condition number is illustrated by a practical application involving a terrain-aided inertial navigation system. Error covariance analysis, done by computer, is performed to confirm the local observability predicted by the condition number.<
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