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On designing consistent extended Kalman filter

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Abstract

This paper studies the consistency of the extended Kalman filter (EKF) for a kind of nonlinear systems. Based on the EKF algorithm, the authors propose the quasi-consistent EKF (QCEKF) as well as the tuning law for its parameters. The quasi-consistency of the proposed algorithm is proved. Finally, the feasibility of the algorithm is illustrated by the numerical simulation on an orbit determination example.

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Authors and Affiliations

  1. Beijing Institute of Control & Electronics Technology, Beijing, 100038, China

    Yanguang Jiang

  2. Key Laboratory of Systems and Control, Academy of Mathematics and Systems Science, and National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences, Beijing, 100190, China

    Yi Huang, Wenchao Xue & Haitao Fang

Authors
  1. Yanguang Jiang
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  2. Yi Huang
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  3. Wenchao Xue
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  4. Haitao Fang
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Corresponding author

Correspondence to Wenchao Xue.

Additional information

This research was supported by the National Natural Science Foundation of China under Grant No. 61633003-3 and the National Key Basic Research Program of China (973 program) under Grant No. 2014CB845303

This paper was recommended for publication by Editor XIE Lihua.

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Jiang, Y., Huang, Y., Xue, W. et al. On designing consistent extended Kalman filter. J Syst Sci Complex 30, 751–764 (2017). https://doi.org/10.1007/s11424-017-5151-7

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  • DOI: https://doi.org/10.1007/s11424-017-5151-7

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