Kalman filters designed for many aerospace systems turn out to be unsatisfactory. The estimate errors become large compared to the errors predicted by the theory ('divergence'). One of the principal causes of this failure is that the system model contains states or modes that are undisturbed by the modeled process noise, and are neutrally stable (NS). One cure for such problems is periodic restarting of a time-varying Kalman filter. Other cures include minimum variance observers with eigenvalue constraints, added noise, pole-shifting, and destabilization. Several examples are given, including effective time-invariant estimators for the longitudinal and lateral motions of an airplane where several NS modes are undisturbed by wind gusts. An interpretation of these estimators as a 'strapdown IMU' without accelerometers, gimbaled gyros, or servos is given.


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    Title :

    Kalman filter divergence and aircraft motion estimators


    Contributors:


    Publication date :

    1978-02-01


    Type of media :

    Miscellaneous


    Type of material :

    No indication


    Language :

    English





    Divergence in Kalman filter

    Schlee, F.H. / Standish, C.J. / Toda, N.F. | Engineering Index Backfile | 1967


    Divergence in the Kalman filter.

    SCHLEE, F. H. / STANDISH, C. J. | AIAA | 1967


    DIVERGENCE IN THE KALMAN FILTER

    SCHLEE, F. / TODA, N. / STANDISH, C. | AIAA | 1966