SOFE: A Generalized Digital Simulation for Optimal Filter Evaluation. User's Manual

摘要

This report describes a general-purpose program that was developed to help design and evaluate Kalman filters for integrated systems. The program, which is named SOFE, is a Monte Carlo simulation that can be used for system performance analysis once the Kalman filter is designed and verified. SOFE is written in FORTRAN and is intended for batch use on a digital computer. This report is a complete user's manual for SOFE. It documents the equations used, the program structure, the input requirements and output options, and concludes with examples of SOFE use in both linear and nonlinear (extended) Kalman filter design studies. SOFE is divided into two modules named basic SOFE and user-written SOFE. Basic SOFE accomplishes all of the usual bookkeeping and integration functions of a Monte Carlo simulation (see below) and, in addition, provides the algorithm for measurement update of the user's filter. As its name implies, user-written SOFE is a module of FORTRAN-coded subroutines supplied by the user. These routines specify the system under study, including both truth and filter components. The rationale for this division, which places the constant routines in basic SOFE and the variable routines in user-written SOFE, is to free the designer to concentrate on more central issues including problem definition, model specification, model validation, and insight acceleration through experimentation. The 31 routines of basic SOFE perform I/O (including printer plots), problem setup, run setup, numerical integration of the ordinary differential equations that specify the system dynamics, measurement update, run termination and problem termination.