Title :
Instability of a decoupled Kalman tracking filter
Author :
Rogers, Steven R.
Author_Institution :
ELTA Electron., Ashdod, Israel
fDate :
4/1/1989 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
