Filtering for Precision Guidance: The Extended Kalman Filter

摘要

This paper examines the use of the extended Kalman filter for estimating various quantities in typical interceptor-target engagements. The extended Kalman filter is used to estimate the relative position of the target, the relative velocity of the target and the vector perpendicular to the target velocity. The target is assumed to be non accelerating. The target is observed via range and bearing measurements and it is assumed that the interceptor's own velocities are known. The performance and stability of the extended Kalman filter are examined under a variety of initialisation errors, engagement configurations, and measurement noise variances. Simulation studies demonstrate that the required quantities can be estimated but that the performance of the filter is dependent on the configuration of the engagement.