A real time estimation method of degree of observability for linear system using Kalman filter

In applications of state estimation in a linear system via kalman filter, a real time estimation method of degree of observability was proposed. Degree of observability could be obtained through matrix analysis during iterative computation of discrete Kalman filter without extra computation. The proposed method is very useful for filter design or online performance estimation. Principle of this estimation method was derived and efficiency was proved by contrast between single and double position ground alignment process of strapdown inertial system.