Title :
Comments on "A method for improving extended Kalman filter performance for angle-only passive ranging"
Author_Institution :
SamualL. Fagin Associates, Wynnewood, PA, USA
fDate :
7/1/1995 12:00:00 AM
Abstract :
Some history of this bearings-only problem at Sperry dating from 1965 is presented. The erratic estimation problems were soon recognised and labeled the "Collapse of the Covariance Matrix Problem". A solution was soon found as a relation transformation on the covariance matrix. The angle of rotation was the difference between estimates of bearing before and after a measurement update. Based on a comparison of covariance analyses for simulated problems using the true bearings with Monte Carlo results it was concluded that no further significant improvement could be achieved. This conclusion is yet to be disproved.<>
Keywords :
Kalman filters; Monte Carlo methods; covariance matrices; direction-of-arrival estimation; signal detection; Monte Carlo results; Sperry dating; angle of rotation; angle-only passive ranging; bearings-only problem; covariance analyses; covariance matrix; erratic estimation problems; extended Kalman filter performance; relation transformation; true bearings; Colored noise; Covariance matrix; Filters; History; Marine vehicles; Motion estimation; Noise measurement; Position measurement; System testing; Time measurement;
Journal_Title :
Aerospace and Electronic Systems, IEEE Transactions on
