KALMAN FILTER BEHAVIOR IN BEARINGS-ONLY TRACKING APPLICATIONS

The extended Kalman filter applied to bearings-only target tracking is theoretically analyzed. Closed-form expressions for the state vector and its associated covariance matrix are introduced, and sub-sequently used to demonstrate how bearing and range estimation errors can interact to cause filter instability (i.e., premature covariance collapse and divergence). Further investigation reveals that conventional initialization techniques often precipitate suchanomalous behavior. These results have important practical implications and are not presently being exploited to full advantage. In particular, they suggest that substantial improvements in filter stability can be realized by employing alternative initialization and relinearization procedures. Some candidate methods are proposed and discussed. Copyright 1979 by The Institute of Electrical and Electronics Engineers, Inc.