Tryon Peter V, Jones Richard H
National Bureau of Standards, Boulder, CO 80303.
J Res Natl Bur Stand (1977). 1983 Jan-Feb;88(1):3-16. doi: 10.6028/jres.088.001.
This paper is intended to serve as an introduction to the use of the Kalman filter in modeling atomic clocks and obtaining maximum likelihood estimates of the model paramaters from data on an ensemble of clocks. Tests for the validity of the model and confidence intervals for the parameter estimates are discussed. Techniques for dealing with unequally spaced and partially or completely missing multivariate data are described. The existence of deterministic frequency drifts in clocks is established and estimates of the drifts are obtained.
本文旨在介绍卡尔曼滤波器在原子钟建模中的应用，以及如何根据一组时钟的数据获得模型参数的最大似然估计。文中讨论了模型有效性的检验以及参数估计的置信区间。描述了处理不等间隔以及部分或完全缺失的多变量数据的技术。确定了时钟中确定性频率漂移的存在并获得了漂移的估计值。
