A New Approach for Nonlinear Transformation of Means and Covariances in Direct Statistical Analysis of Nonlinear Systems

Covariance analysis describing function technique is a conventional method to solve the performance analysis of the nonlinear missile guidance system. Aiming at the faultiness of covariance analysis describing function technique and its improved method, this paper proposes a new method to solve the mean and covariance transfer issue by using the high-degree spherical-radial cubature rule. In terms of simulation models, the nonlinear missile...