Comments on "A method for improving extended Kalman filter performance for angle-only passive ranging"

Author

Fagin, S.L.

Author_Institution

SamualL. Fagin Associates, Wynnewood, PA, USA

Volume

31

Issue

3

fYear

1995

fDate

7/1/1995 12:00:00 AM

Firstpage

1148

Lastpage

1150

Abstract

Some history of this bearings-only problem at Sperry dating from 1965 is presented. The erratic estimation problems were soon recognised and labeled the "Collapse of the Covariance Matrix Problem". A solution was soon found as a relation transformation on the covariance matrix. The angle of rotation was the difference between estimates of bearing before and after a measurement update. Based on a comparison of covariance analyses for simulated problems using the true bearings with Monte Carlo results it was concluded that no further significant improvement could be achieved. This conclusion is yet to be disproved.<>

Keywords

Kalman filters; Monte Carlo methods; covariance matrices; direction-of-arrival estimation; signal detection; Monte Carlo results; Sperry dating; angle of rotation; angle-only passive ranging; bearings-only problem; covariance analyses; covariance matrix; erratic estimation problems; extended Kalman filter performance; relation transformation; true bearings; Colored noise; Covariance matrix; Filters; History; Marine vehicles; Motion estimation; Noise measurement; Position measurement; System testing; Time measurement;

fLanguage

English

Journal_Title

Aerospace and Electronic Systems, IEEE Transactions on

Publisher

ieee

ISSN

0018-9251

Type

jour

DOI

10.1109/7.395227

Filename

395227