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Performance sensitivity of the Kalman filter to choice of state and observation vectors

โœ Scribed by Charlie C. Cooke

Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
513 KB
Volume
23
Category
Article
ISSN
0378-4754

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โœฆ Synopsis

The probZem of appZying KaZman filtering techniques to the processing of phased array data is addressed. The primary objective is to obtain a lucid explanation of why a previously developed filter design [I] encounters numericaZ difficuZty upon initialization for a certain combination of state and observation vectors, whiLe operating smoothly when one component of each is aLtered. The analysis of the factors contributing to computationa difficuZtu suqgests a method of alleviatkng the diff&uZty, but diminishes the aptimality of"the fi?ter"ls output estimates. The difficulty results from the combination of an ill-conditioned observation covariance matrix, truncation error in representing the elements of the covariance matrix at long ranges, and the particular form of asymptotic behavior exhibited by the inverse covariance matrix.

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