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Rogers, Steven R.

Instability of a decoupled Kalman tracking filter. (English) Zbl 0676.93072

IEEE Trans. Autom. Control 34, No. 4, 469-471 (1989).

MSC:

93E11 Filtering in stochastic control theory
62J10 Analysis of variance and covariance (ANOVA)
93E15 Stochastic stability in control theory
62M20 Inference from stochastic processes and prediction

Keywords:

Kalman tracking filter; covariance analysis; filter instability; target- sensor line-of-sight (LOS) rates
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