On Designing Consistent Extended Kalman Filter

This paper studies the consistency of the extended Kalman filter （EKF） for a kind of non-linear systems. Based on the EKF algorithm, the authors propose the quasiconsistent EKF （QCEKF） as well as the tuning law for its parameters. The quasi-consistency of the proposed algorithm is proved. Finally, t...

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Bibliographic Details
Published inJournal of systems science and complexity Vol. 30; no. 4; pp. 751 - 764
Main Authors Jiang, Yanguang, Huang, Yi, Xue, Wenchao, Fang, Haitao
Format Journal Article
LanguageEnglish
Published Beijing Academy of Mathematics and Systems Science, Chinese Academy of Sciences 01.08.2017
Springer Nature B.V
Subjects
Algorithms
Complex Systems
Computer simulation
Consistency
Control
Dynamical systems
EKF
Extended Kalman filter
Kalman filters
Mathematics
Mathematics and Statistics
Mathematics of Computing
Nonlinear dynamics
Operations Research/Decision Theory
Orbit determination
Statistics
Systems Theory
准一致性
广义卡尔曼滤波
扩展卡尔曼滤波器
算法
设计
调整法
非线性系统
Extended Kalman filter (EKF)
consistency
nonlinear system
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Summary:This paper studies the consistency of the extended Kalman filter （EKF） for a kind of non-linear systems. Based on the EKF algorithm, the authors propose the quasiconsistent EKF （QCEKF） as well as the tuning law for its parameters. The quasi-consistency of the proposed algorithm is proved. Finally, the feasibility of the algorithm is illustrated by the numerical simulation on an orbit determination example.
Bibliography:Extended Kalman filter （EKF）, consistency, nonlinear system.
This paper studies the consistency of the extended Kalman filter （EKF） for a kind of non-linear systems. Based on the EKF algorithm, the authors propose the quasiconsistent EKF （QCEKF） as well as the tuning law for its parameters. The quasi-consistency of the proposed algorithm is proved. Finally, the feasibility of the algorithm is illustrated by the numerical simulation on an orbit determination example.
11-4543/O1
ISSN:1009-6124
1559-7067
DOI:10.1007/s11424-017-5151-7