Method of divergence detection for Kalman filter based on filtering process
Kai Qiu · Systems engineering and electronics · 2005
Firstly, the disadvantages of the traditional method of remainder inequation used to detect the divergence of Kalman filter based on single measurement are analyzed in detail. Then a new method is first presented by means of a matrix sequence limit, according to the stability of filtering process. The key to the method is four equivalent divergence detecting conditions based on filtering process. Particularly, our method is insensitive to the measurement outlier and mainly characterized by being not based on single measurement but on filtering process. So our method can detect divergence with high reliability, high validity and strong outlier resistance, and reduce the risk of false detection that the traditional method has. Finally, a useful detecting arithmetic is given. Simulation shows that the result is correct and effective.