Title :
An adaptive Kalman filter with sequential rescaling of process noise
Author :
Efe, Murat ; Bather, John A. ; Atherton, Derek P.
Author_Institution :
Dept. of Electron. Eng., Ankara Univ., Turkey
Abstract :
An approach to adaptive Kalman filtering is presented. The filter utilizes a scale factor, which represents the target unpredictability at any time, as estimated from the available data. The performance of the algorithm is compared with that of an IMM algorithm and also with that of a standard Kalman filter. The proposed filter does not rely on a priori knowledge about the target motion and it produces better estimates than the IMM algorithm during manoeuvring periods
Keywords :
adaptive Kalman filters; state estimation; target tracking; IMM algorithm; manoeuvring periods; process noise; scale factor; sequential rescaling; standard Kalman filter; target unpredictability; Adaptive filters; Filtering; Gain measurement; Kalman filters; Motion estimation; Noise measurement; Recursive estimation; State estimation; Target tracking; Technological innovation;
Conference_Titel :
American Control Conference, 1999. Proceedings of the 1999
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4990-3
DOI :
10.1109/ACC.1999.786250
