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《Journal of Projectiles,Rockets,Missiles and Guidance》 2004-S2
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Research on Schemes for Restraining Kalman Filter Divergence

XU Jing-shuo QIN Yong-yuan GU Dong-qing (Dept.of Automatic Control,Northwestern Polytechnical University,Xi'an 710072,China)  
In this paper,the causes affecting Kalman filter divergence and the principles of divergence restraining schemes are analyzed.Especially SK strong tracking filter and Sage-Husa adaptive filter are investigated in derail.A new algorithm is proposed,which can be adaptively adjusted the forgetting factor for strong tracking filter without di- vergence.On condition that SK strong tracking filter,the physical meaning of observation noise covariance matrix with time-varying forgetting factor are analyzed.The limitation of Sage-Husa adaptive Kalman filter is presented.Simulation results show the effectiveness of the presented filters.
【CateGory Index】: TN713
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