In this study, a new non-linear filter based on second-order extended kalman technology and square-rootkalmanalgorithm is proposed and applied to the problem of target motion analysis (TMA). By orthogonalising the s...
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In this study, a new non-linear filter based on second-order extended kalman technology and square-rootkalmanalgorithm is proposed and applied to the problem of target motion analysis (TMA). By orthogonalising the state vectors with the squareroot of covariance matrix, the authors reduce the computational complexity in the second-order extended kalmanalgorithm, and then we deduce a second-order extended kalmanalgorithm based on square-rootkalman technology, which is more numerically stable and can guarantee positive and semi-definiteness of the state covariance. The authors apply the new algorithm to a TMA problem, and prove with both numerical simulation and actual experimentation that their algorithm performs well in the significant non-linear systems.
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