Abstract
A new sequential filtering algorithm that incorporates the radial velocity measurement into Kalman filter in the presence of correlated range and radial velocity measurement errors is presented. An analysis is given about its asymptotic behavior on the basis of the analysis of the stochastic controllability and observability. The simulation results verify the analysis and show that the new algorithm is superior to the conventional extended Kalman filter (EKF) and close to an ideal filter.
Original language | English |
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Pages (from-to) | 401-413 |
Number of pages | 13 |
Journal | IEEE Transactions on Aerospace and Electronic Systems |
Volume | 39 |
Issue number | 2 |
DOIs | |
Publication status | Published - Apr 2003 |