Tracking a maneuvering acoustical source with a single frequency-bearing sensor

It is well known that the extended Kalman filtering methodology works well in situations characterized by a high signal-to-noise ratio, good observability and a valid state trajectory for linearization. This paper considers a problem not characterized by these favorable conditions. A large number of ad hoc modifications are required to prevent divergence, resulting in a rather complex filter. However, performance is quite good as judged by comparison of Monte-Carlo simulations with the Cramer-Rao lower bound, and by the filter´s ability to track maneuvering targets.