Novel debiased converted measurement kalman filter algorithm

Cao Li Wang, Yang Yu Fan, Yuan Kui Liu, Feng Qin Wang

Research output: Contribution to journalArticlepeer-review

1 Scopus citations

Abstract

A novel debiased converted measurement Kalman filter algorithm was proposed, in which specific expression of mean and covariance for converted measurement Kalman noise were inferred by inserting an virtual item firstly, and then the optimal estimation of mean and covariance for converted measurement noise were deduced in the mean-square sense based on all the past measurements. The new algorithm was applied in tracking during missile-target encounter which required high filter accuracy, and Monte Carlo simulation was performed. The simulation results demonstrate the Root Mean Square Error of position and velocity are smaller, the accuracy is higher, the true estimation errors are quite consistent with the computed covariance of the filter, and the proposed filter is more credible. Besides, it keeps good performance even if the measurement noise becomes larger.

Original languageEnglish
Pages (from-to)6543-6546+6551
JournalXitong Fangzhen Xuebao / Journal of System Simulation
Volume21
Issue number20
StatePublished - 20 Oct 2009
Externally publishedYes

Keywords

  • Confidence limit
  • Debiased converted measurement Kalman filter (CMKF)
  • Kalman filter
  • Mean-square sense
  • Virtual item

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