State-Space Filtering with Respect to Data Imprecision and Fuzziness

State-space filtering is an important task in geodetic science and in practical applications. The main goal is an optimal combination of prior knowledge about a (non-linear) system and additional information based on observations of the system state. The widely used approach in geodesy is the extended Kalman filter (KF), which minimizes the quadratic error (variance) between the prior knowledge and the observations. The quality of a predicted or filtered system state is only determinable in a reliable way if all significant components of the uncertainty budget are considered and propagated appropriately. But in the nowadays applications, many measurement configurations cannot be optimized to reveal or even eliminate non-stochastic error components.

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