Title :
An alternative derivation of the modified gain function of Song and Speyer
Author :
Galkowski, Peggy J. ; Islam, Mohammed A.
Author_Institution :
IBM Federal Sector Div., Owego, NY, USA
fDate :
11/1/1991 12:00:00 AM
Abstract :
A simpler derivation of the modified gain function for the bearings-only measurement problem as defined by T.L. Song et al. (see ibid vol.AC-30, no.30 (1985)) is presented. The form which results show the relationship between the modified gain and the standard gain. The relationship between the modified gain and the standard gain of an extended Kalman filter is shown. It is confirmed that the modified gain extended Kalman filter performs better than the standard extended Kalman filter
Keywords :
Kalman filters; filtering and prediction theory; state estimation; Song; Speyer; bearings-only measurement; modified gain extended Kalman filter; state estimation; Covariance matrix; Equations; Filters; Gain measurement; Measurement standards; Noise measurement; Particle measurements; Performance gain; State estimation; Time measurement;
Journal_Title :
Automatic Control, IEEE Transactions on
