Accession Number : AD0815377

Title :   APPLICATION OF THE EXTENDED KALMAN FILTER TO BALLISTIC TRAJECTORY ESTIMATION.

Descriptive Note : Final rept. 1 Oct 65-30 Sep 66,

Corporate Author : STANFORD RESEARCH INST MENLO PARK CA

Personal Author(s) : Larson, Robert E. ; Dressler, Robert M. ; Ratner, Robert S.

Report Date : JAN 1967

Pagination or Media Count : 53

Abstract : In this report an extended Kalman filter for ballistic trajectory estimation is presented. The filter equations are basically the same as those in the previous Final Report on this contract. The several modifications are explained in detail, and values for all filter parameters are given. The filter was tested against simulated radar data for a number of different cases; performance was excellent in all cases. For comparison purposes a second-order exponentially weighted polynomial filter was used on the same data; the performance was significantly worse than for the extended Kalman filter. The extended Kalman filter was also run at slower data rates and with multiple interruptions of data with only a slight degradation in performance. A precomputed approximation to the weighting matrix was calculated on the basis of several runs; this approximation performed nearly as well as the fully implemented filter. Use of this approximation reduced computational requirements by an order of magnitude. (Author)

Descriptors :   *MATRICES(MATHEMATICS)), (*PROJECTILE TRAJECTORIES, STATISTICAL ANALYSIS, DIGITAL COMPUTERS, POLYNOMIALS, NUMERICAL METHODS AND PROCEDURES, PHASED ARRAYS, RADAR, EXPONENTIAL FUNCTIONS.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE