The extended Kalman filter applied to bearings-only target tracking is theoretically analyzed. Closed-form expressions for the state vector and its associated covariance matrix are introduced, and subsequently used to demonstrate how bearing and range estimation errors can interact to cause filter instability (i.e., premature covariance collapse and divergence). Further investigation reveals that conventional initialization techniques often precipitate such anomalous behavior. These results have important practical implications and are not presently being exploited to full advantage. In particular, they suggest that substantial improvements in filter stability can be realized by employing alternative initialization and relinearization procedures. Some candidate methods are proposed and discussed.


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    Title :

    Kalman Filter Behavior in Bearings-Only Tracking Applications


    Contributors:


    Publication date :

    1979-01-01


    Size :

    2062393 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English




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