Studies of Modifications to the Iterated Extended Kalman Filter.

摘要

In any nonlinear estimation problem modifications can often be made to the standard iterated extended Kalman filter that will in some sense improve the performance of the filter. Several mutations to the standard filter are studied for a problem that is quadratic in the measurement nonlinearity. A nonlinear navigation satellite problem is used as an example. In general, the Kalman gain becomes either excessive or insufficient. The changes to be incorporated attempt to overcome these difficulties. All changes, both successes and failures, are given in this report. The results of numerous computer simulations are included for all modifications inspected.