平方根二阶EKF及其在目标运动分析中的应用

针对无源目标运动分析的强非线性和低可观测性特点,提出一种改进的二阶扩展Kalman跟踪滤波算法。为了降低传统二阶扩展Kalman算法的计算量,首先研究了对状态矢量正交化处理,减少二阶展开项协方差矩阵计算量的方法;在此基础上,将平方根Kalman算法与二阶扩展Kalman滤波器相结合,提高了滤波器的数值稳定性能;最后,将该算法应用在一个目标运动分析实例中,通过计算机仿真和试验验证了该算法的有效性。

Square-root form second-order EKF algorithm and its application in passive target motion analysis

To cope with the significant nonlinearity and weak observability problems in the passive target motion analysis(TMA),a new nonlinear filter based on second-order extended Kalman technology and square-root Kalman algorithm is developed.By orthogonalizing the state vectors with the square root of covariance matrixes,the computational complexity in second-order extended Kalman algorithm is reduced,and then a second-order extended Kalman algorithm based on square-root Kalman technology,which improves the numerically stability of a filter,is deduced.The new algorithm is applied to a TMA problem and proves with both numerical simulation and actual experimentation that it performs well in the significant nonlinear systems.