The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking

This paper elaborates the Accurate Continuous-Discrete Extended Kalman Filter grounded in an ODE solver with global error control and its comparison to the Continuous-Discrete Cubature and Unscented Kalman Filters. All these state estimators are examined in severe conditions of tackling a seven-dime...

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Bibliographic Details
Published in:IEEE transactions on signal processing 2016-02, Vol.64 (4), p.948-958
Main Authors: Kulikov, Gennady Yu, Kulikova, Maria V.
Format: Article
Language:English
Subjects:
Accurate continuous-discrete extended Kalman filter
Aircraft
Algorithms
continuous-discrete cubature Kalman filter
continuous-discrete stochastic model
continuous-discrete unscented Kalman filter
Covariance matrices
Extended Kalman filter
Filtering
Filtration
Kalman filters
Mathematical model
Radar tracking
Sampling
Signal processing algorithms
Stochastic processes
Time measurement
Tuning
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Summary:This paper elaborates the Accurate Continuous-Discrete Extended Kalman Filter grounded in an ODE solver with global error control and its comparison to the Continuous-Discrete Cubature and Unscented Kalman Filters. All these state estimators are examined in severe conditions of tackling a seven-dimensional radar tracking problem, where an aircraft executes a coordinated turn. The latter is considered to be a challenging one for testing nonlinear filtering algorithms. Our numerical results show that all the methods can be used for practical target tracking, but the Accurate Continuous-Discrete Extended Kalman Filter is more flexible and robust. It treats successfully (and without any manual tuning) the air traffic control scenario for various initial data and for a range of sampling times.
ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2015.2493985