DocumentCode
1066332
Title
Instability of a decoupled Kalman tracking filter
Author
Rogers, Steven R.
Author_Institution
ELTA Electron., Ashdod, Israel
Volume
34
Issue
4
fYear
1989
fDate
4/1/1989 12:00:00 AM
Firstpage
469
Lastpage
471
Abstract
The performance of a decoupled Kalman tracking filter is studied by means of a suboptimal covariance analysis. Analytical and numerical results are presented that demonstrate filter instability over a range of target-sensor line-of-sight (LOS) rates. The instability is shown to occur only when the ratio of the decoupled filter gains exceeds a specific threshold value
Keywords
Kalman filters; filtering and prediction theory; stability; tracking; decoupled Kalman tracking filter; instability; suboptimal covariance analysis; target sensor line of sight rate; threshold value; Cost function; Covariance matrix; Difference equations; Differential equations; Kalman filters; Optimal control; Riccati equations; Symmetric matrices;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.28029
Filename
28029
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