Improved Adaptive Estimation of Noise Covariances in Design of Trajectory Tracking Filter

M. Ananthasayanam, Achintya Kumar Sarkar, S. Vathsal · 2002

In this paper the post flight trajectory state estimation using adaptive Extended Kalman Filter has been carried out. The Filter tuning has been done by adaptive esti-mation of Initial State, Measurement Noise and Process Noise Covariance Matrices in an iterative fashion. Firstly the proposed method of Filter Tuning has been validated using simulated measurement data of a Tracking Radar. Later the trajectory state estimation of ballistic rock-ets based on real radar track data has been carried out. Performance improvement in the estimation accuracy by the present technique over some earlier techniques is re-ported. Further, the measurement noise covariance of tracking radar estimated from different flight test data is found to be consistent. © 2002 by The American Institute of Aeronautics and Astronautics Inc. All rights reserved.

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