Against the range-dependent accuracy of the tracking radar measurements including range, elevation and bearing angles, a new hybrid adaptive Kalman filter is proposed to enhance the performance of the radar aided strapdown inertial navigation system (INS/Radar). This filter involves the concept of residual-based adaptive estimation and adaptive fading Kalman filter and tunes dynamically the fil...

Kalman filter is one of the most common ways to deal with dynamic data and has been widely used in project fields. However, the accuracy of Kalman filter for discrete dynamic system is poor when the observation matrix is ill-conditioned. Therefore, the method for overcoming the harmful effect caused by ill-conditioned observation matrix in discrete dynamic system is studied in this paper. First...

The development of Kalman filters designed for state estimation of the position and velocity of a spacecraft is attempted and their performance evaluated. Three Kalman Filters are developed, each with its unique characteristics: the Extended Kalman Filter (EKF), the Robust Extended Kalman Filter (REKF) and the Adaptive Robust Extended Kalman Filter (AREKF). The three filters are implemented ass...

We formulate extended Kalman smoothing in an expec­ tation-propagation (EP) framework. The approximation involved (a local linearization) can be looked upon as a 'collapse' of a non­ gaussian belief state onto a Gaussian form. This formulation al­ lows us to come up with better approximations to the belief states, since we can iterate the algorithm until no further refinement of the beliefs is ...

Parameter errors in orbital models can result in poor orbit determination (OD) using a traditional Kalman filter. One approach to account for these errors is to consider them in the so-called Schmidt-Kalman filter (SKF), by augmenting the state covariance matrix (CM) with additional parameter covariance rather than additively estimating these so-called “consider” parameters. This paper introduc...