Application of the Extended Kalman Filter to Ballistic Trajectory Estimation

Abstract

In this report an extended Kalman filter for ballistic trajectory estimation is presented. The filter equations are basically the same as those in the previous Final Report on this contract. The several modifications are explained in detail, and values for all filter parameters are given. The filter was tested against simulated radar data for a number of different cases; performance was excellent in all cases. For comparison purposes a second-order exponentially weighted polynomial filter was used on the same data; the performance was significantly worse than for the extended Kalman filter. The extended Kalman filter was also run at slower data rates and with multiple interruptions of data with only a slight degradation in performance. A precomputed approximation to the weighting matrix was calculated on the basis of several runs; this approximation performed nearly as well as the fully implemented filter. Use of this approximation reduced computational requirements by an order of magnitude.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1967
Accession Number
AD0815377

Entities

People

  • Robert E. Larson
  • Robert M. Dressler
  • Robert S. Ratner

Organizations

  • SRI International

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Altitude
  • Atmospheric Density
  • Ballistic Trajectories
  • Computations
  • Computer Programs
  • Computers
  • Data Rate
  • Differential Equations
  • Equations
  • Equations Of Motion
  • Filters
  • Gaussian Noise
  • Kalman Filters
  • Mathematical Filters
  • Noise (Radar)
  • Radar
  • Radar Faces
  • Trajectories
  • Vehicles

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematics or Statistics