Filtering for Precision Guidance: The Extended Kalman Filter

Abstract

This paper examines the use of the extended Kalman filter for estimating various quantities in typical interceptor-target engagements. The extended Kalman filter is used to estimate the relative position of the target, the relative velocity of the target and the vector perpendicular to the target velocity. The target is assumed to be non accelerating. The target is observed via range and bearing measurements and it is assumed that the interceptor's own velocities are known. The performance and stability of the extended Kalman filter are examined under a variety of initialisation errors, engagement configurations, and measurement noise variances. Simulation studies demonstrate that the required quantities can be estimated but that the performance of the filter is dependent on the configuration of the engagement.

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 2001
Accession Number
ADA391003

Entities

People

  • Adrian S. Coulter
  • Jason J. Ford

Organizations

  • Defence Science and Technology Group

Tags

Communities of Interest

  • Weapons Technologies

DTIC Thesaurus Topics

  • Acquisition
  • Australia
  • Department Of Defense
  • Engineering
  • Equations Of State
  • Filters
  • Filtration
  • Geometry
  • Guidance
  • Kalman Filters
  • Linear Systems
  • Linearity
  • Numbers
  • Observation
  • Probability
  • Target Tracking
  • Universities

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Plasma Physics / Magnetohydrodynamics
  • Sensor Fusion and Tracking Systems.