Title :
A stochastic perturbation analysis of bias in the extended Kalman filter as applied to bearings-only estimation
Author :
Moorman, Martin J. ; Bullock, Thomas E.
Author_Institution :
Wright Lab., Eglin AFB, FL, USA
Abstract :
Expressions for the range and range-rate biases encountered in the extended Kalman filter (EKF) applied to the bearings-only estimation problem are derived. The analysis generalizes earlier results obtained using a special case. An estimator is designed with reduced bias for the bearings-only estimation problem by using the estimates of the biases to remove the biases from the a posteriori estimates. This results in the formulation of a new estimator that performs well in scenarios where the EKF cannot function due to its inherent bias
Keywords :
Kalman filters; filtering and prediction theory; parameter estimation; a posteriori estimates; bearings-only estimation; bias; extended Kalman filter; reduced bias; stochastic perturbation analysis; Argon; Error correction; Estimation error; Filters; Gain measurement; Geometry; Kalman filters; Position measurement; State estimation; Stochastic processes; Velocity measurement;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.370954
