A new interpretation of adjoint method in linear time-varying system analysis

In this paper, the adjoint of linear time-varying (LTV) system is given in general state-space form. By using the essential relationship between LTV system and its adjoint, the "error budget", "general one run" and "special one run" interpretations of adjoint simulation are achieved in a new way. Moreover, the adjoint method in covariance analysis is presented. As an example, the performance analysis of a missile guidance system is performed by both covariance analysis and adjoint simulation, to illustrate the superiority of the adjoint simulation technique.