A stochastic perturbation analysis of bias in the extended Kalman filter as applied to bearings-only estimation

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