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On designing consistent extended Kalman filter

Authors :
Haitao Fang
Yi Huang
Wenchao Xue
Yanguang Jiang
Source :
Journal of Systems Science and Complexity. 30:751-764
Publication Year :
2017
Publisher :
Springer Science and Business Media LLC, 2017.

Abstract

This paper studies the consistency of the extended Kalman filter (EKF) for a kind of nonlinear systems. Based on the EKF algorithm, the authors propose the quasi-consistent EKF (QCEKF) as well as the tuning law for its parameters. The quasi-consistency of the proposed algorithm is proved. Finally, the feasibility of the algorithm is illustrated by the numerical simulation on an orbit determination example.

Details

ISSN :
15597067 and 10096124
Volume :
30
Database :
OpenAIRE
Journal :
Journal of Systems Science and Complexity
Accession number :
edsair.doi...........4709246b0ea48971a9bdb6a05ac237de