On bias in nonlinear (Kalman) filtering
EDUARD EITELBERG, L. Heystek · 2003
The practical problem of passive range tracking of a moving source is exploited to demonstrate how to eliminate bias in nonlinear (Kalman) filtering. The approach is to formulate the measurements in an indirect linear form and filter only linear (dynamic) relationships by 'shifting' all nonlinearities into additive system disturbance terms. Specifically, a nonlinear Kalman filter is developed for passively tracking the range of a moving acoustic source. Simulation results are presented and confirm the theoretical predictions.>