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A simplified algorithm for suboptimal non-linear state estimation

✍ Scribed by R.M. Dressler; D.W. Ross

Publisher
Elsevier Science
Year
1970
Tongue
English
Weight
283 KB
Volume
6
Category
Article
ISSN
0005-1098

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✦ Synopsis

Snmmary--This paper describes a technique that may be used to modify and approximate the covariance and weighting matrix computations of the extended Kalman filter. The resulting simplified algorithm, referred to as the piecewise-recursive, extended, Kalman filter, yields a significant improvement in computational speed without appreciable degradation in performance relative to the fully implemented, extended, Kalman filter. The performance of this filter is illustrated by application of the results to the problem of ballistic-trajectory estimation.

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