Title :
Application of New Nonlinear Filtering Theory
Author :
Daum, Frederick E.
Author_Institution :
Raytheon Company, Boston Post Road, Wayland, MA. 01778
Abstract :
A new exact nonlinear filtering theory is applied to a practical radar tracking problem. The standard extended Kalman filter for this application suffers from a fundamental flaw due to linearization. The new nonlinear filter does not require this linear approximation.
Keywords :
Density measurement; Difference equations; Differential equations; Filtering theory; Linear approximation; Nonlinear filters; Radar tracking; Riccati equations; Standards; Time measurement;
Conference_Titel :
American Control Conference, 1987
Conference_Location :
Minneapolis, MN, USA