An adaptive U-D factorized extended Kalman filter and its application to flight path reconstruction
Zhang Hongcai, Youmin M. Zhang, He Zhibin, Jingchao Lu · 2003
A new adaptive U-D factorized extended Kalman filtering algorithm is proposed in this paper. The new algorithm may not only improve the estimation precision, numerical stability and computational efficiency of the adaptive extended Kalman filter, but also efficiently prevent the divergence of an adaptive Kalman filter for nonlinear systems with unknown noise statistics. Furthermore, the proposed adaptive U-D factorized extended Kalman filter is applied to the flight path reconstruction (FPR) of aircraft and a new robust adaptive real-time flight path reconstruction is presented. Simulation and actual flight test data computation show that the new algorithm proposed in this paper is both robust and effective.>