Boundedness of covariance estimates of extended Kalman filtering with directional measurements and linear state dynamics

Author

Sugathadasa, Samanmalee ; Martin, Clyde ; Dayawansa, W.P.

Author_Institution

Dept. of Math., Texas Tech. Univ., Lubbock, TX, USA

Volume

4

fYear

2001

fDate

2001

Firstpage

3790

Abstract

In wildlife telemetry and several other applications, dynamical systems arise where all of the measurements consist of angles. In this paper we treat the problem of classical extended Kalman filtering in this situation, and analyze the equation that describes the covariance estimates of the measurement error. It is shown that under some mild hypotheses the error covariance remains bounded by bounds which can be precomputed from noise and system data, and that the upper bound tends to zero when the state and measurement covariance tend to zero

Keywords

Kalman filters; measurement errors; nonlinear control systems; telemetry; boundedness; covariance estimates; directional measurements; dynamical systems; error covariance; extended Kalman filtering; linear state dynamics; measurement error; nonlinear control systems; upper bound; wildlife telemetry; Additive noise; Filtering; Kalman filters; Noise measurement; Nonlinear filters; Position measurement; Random variables; State estimation; Telemetry; Wildlife;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 2001. Proceedings of the 40th IEEE Conference on

Conference_Location

Orlando, FL

Print_ISBN

0-7803-7061-9

Type

conf

DOI

10.1109/.2001.980454

Filename

980454