Investigation of Kalman Filter Divergence using Robust Stability Techniques

John Pearson, Roger Goodall, Mike Eastham, Colin MacLeod

Research output: Chapter in Book/Report/Conference proceedingConference contribution

8 Citations (Scopus)

Abstract

This paper presents an overview of a preliminary study into the issues associated with Kalman filter stability. Future advanced combat aircraft will require further levels of system integration, it is believed that Kalman filters will play a key role in this increased integration and consequently their performance and robustness are of interest. This paper applies the At analysis robust stability technique to a two dimensional tracking/navigation system which requires a Non-linear or Extended Kalman filter. Results show that the robust stability margins provide an indication of poor robustness, under some circumstances, but further work is required to predict instability or divergence in the Extended Kalman Filter.

Original languageEnglish
Title of host publicationProceedings of the 36th IEEE Conference on Decision and Control
PublisherIEEE
Pages4892-4893
Number of pages2
Volume5
ISBN (Electronic)0780341899 , 0780341902
ISBN (Print)0780341880, 0780341872, 9780780341876
DOIs
Publication statusPublished - 1997
Externally publishedYes
Event36th IEEE Conference on Decision and Control - Hyatt Regency San Diego , San Diego, United States
Duration: 10 Dec 199712 Dec 1997
Conference number: 36
https://ieeexplore.ieee.org/document/657561

Publication series

NameIEEE Conference on Decision and Control
PublisherIEEE
ISSN (Print)0191-2216

Conference

Conference36th IEEE Conference on Decision and Control
CountryUnited States
CitySan Diego
Period10/12/9712/12/97
Internet address

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  • Cite this

    Pearson, J., Goodall, R., Eastham, M., & MacLeod, C. (1997). Investigation of Kalman Filter Divergence using Robust Stability Techniques. In Proceedings of the 36th IEEE Conference on Decision and Control (Vol. 5, pp. 4892-4893). (IEEE Conference on Decision and Control). IEEE. https://doi.org/10.1109/CDC.1997.649807