Modified gain extended Kalman filter with application to bearings-only passive manoeuvring target tracking

The feasibility of Song and Speyer´s modified gain extended Kalman filter using bearings-only measurements is explored for underwater applications. A much simpler version of the modified function introduced by Galkowski and Islam is considered for the development of this algorithm. This algorithm estimates target motion parameters and detects target manoeuvre, using zero mean chi-square distributed random sequence residuals, in sliding window format. During the period of target manoeuvring, the covariance of the process noise is increased sufficiently in such a way that the disturbance in the solution is less. When a target manoeuvre is completed, the covariance of process noise is lowered. The performance of this algorithm is evaluated in Monte Carlo simulation and results are shown for various typical geometries.