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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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