Investigation of Kalman Filter Divergence using Robust Stability Techniques

John Pearson; Roger Goodall; Mike Eastham; Colin MacLeod

doi:10.1109/CDC.1997.649807

Investigation of Kalman Filter Divergence using Robust Stability Techniques

John Pearson, Roger Goodall, Mike Eastham, Colin MacLeod

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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 language	English
Title of host publication	Proceedings of the 36th IEEE Conference on Decision and Control
Publisher	IEEE
Pages	4892-4893
Number of pages	2
Volume	5
ISBN (Electronic)	0780341899 , 0780341902
ISBN (Print)	0780341880, 0780341872, 9780780341876
DOIs	https://doi.org/10.1109/CDC.1997.649807
Publication status	Published - 1997
Externally published	Yes
Event	36th IEEE Conference on Decision and Control - Hyatt Regency San Diego , San Diego, United States Duration: 10 Dec 1997 → 12 Dec 1997 Conference number: 36 https://ieeexplore.ieee.org/document/657561

Publication series

Name	IEEE Conference on Decision and Control
Publisher	IEEE
ISSN (Print)	0191-2216

Conference

Conference	36th IEEE Conference on Decision and Control
Country/Territory	United States
City	San Diego
Period	10/12/97 → 12/12/97
Internet address	https://ieeexplore.ieee.org/document/657561

Access to Document

10.1109/CDC.1997.649807Licence: Unspecified

Cite this

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title = "Investigation of Kalman Filter Divergence using Robust Stability Techniques",

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.",

keywords = "Robust stability, Aircraft navigation, Aerospace electronics, Robustness, Military aircraft, Equations, Uncertainty, Aerospace control, Certification, Air safety",

author = "John Pearson and Roger Goodall and Mike Eastham and Colin MacLeod",

year = "1997",

doi = "10.1109/CDC.1997.649807",

language = "English",

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pages = "4892--4893",

booktitle = "Proceedings of the 36th IEEE Conference on Decision and Control",

address = "United States",

note = "36th IEEE Conference on Decision and Control ; Conference date: 10-12-1997 Through 12-12-1997",

url = "https://ieeexplore.ieee.org/document/657561",

}

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, IEEE Conference on Decision and Control, IEEE, pp. 4892-4893, 36th IEEE Conference on Decision and Control, San Diego, California, United States, 10/12/97. https://doi.org/10.1109/CDC.1997.649807

Investigation of Kalman Filter Divergence using Robust Stability Techniques. / Pearson, John; Goodall, Roger; Eastham, Mike et al.

Proceedings of the 36th IEEE Conference on Decision and Control. Vol. 5 IEEE, 1997. p. 4892-4893 (IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

TY - GEN

T1 - Investigation of Kalman Filter Divergence using Robust Stability Techniques

AU - Pearson, John

AU - Goodall, Roger

AU - Eastham, Mike

AU - MacLeod, Colin

N1 - Conference code: 36

PY - 1997

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N2 - 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.

AB - 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.

KW - Robust stability

KW - Aircraft navigation

KW - Aerospace electronics

KW - Robustness

KW - Military aircraft

KW - Equations

KW - Uncertainty

KW - Aerospace control

KW - Certification

KW - Air safety

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DO - 10.1109/CDC.1997.649807

M3 - Conference contribution

AN - SCOPUS:0031347659

SN - 0780341880

SN - 0780341872

SN - 9780780341876

VL - 5

T3 - IEEE Conference on Decision and Control

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EP - 4893

BT - Proceedings of the 36th IEEE Conference on Decision and Control

PB - IEEE

T2 - 36th IEEE Conference on Decision and Control

Y2 - 10 December 1997 through 12 December 1997

ER -

Investigation of Kalman Filter Divergence using Robust Stability Techniques

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