Title :
On bias in nonlinear (Kalman) filtering
Author :
Eitelberg, E. ; Heystek, L.
Author_Institution :
UEC Projects, Durban, South Africa
Abstract :
The practical problem of passive range tracking of a moving source is exploited to demonstrate how to eliminate bias in nonlinear (Kalman) filtering. The approach is to formulate the measurements in an indirect linear form and filter only linear (dynamic) relationships by `shifting´ all nonlinearities into additive system disturbance terms. Specifically, a nonlinear Kalman filter is developed for passively tracking the range of a moving acoustic source. Simulation results are presented and confirm the theoretical predictions
Keywords :
Kalman filters; acoustic signal processing; correlation methods; filtering and prediction theory; additive system disturbance terms; bias eliminations; cross correlation methods; filter only linear dynamic relationships; indirect linear form; moving acoustic source; nonlinear Kalman filter; nonlinearities shifting; passive range tracking; time delay measurements; Acoustic measurements; Acoustic sensors; Delay effects; Delay estimation; Equations; Information filtering; Information filters; Kalman filters; Measurement errors; Time measurement;
Conference_Titel :
Communications and Signal Processing, 1989. COMSIG 1989. Proceedings., Southern African Conference on
Conference_Location :
Stellenbosch
Print_ISBN :
0-87942-713-2
DOI :
10.1109/COMSIG.1989.129012
