A New Nonlinear Filter Method for Ballistic Target Tracking

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In order to track the ballistic re-entry target, a new kind of ballistic target tracking algorithm, square-root quadrature Kalman filter (SRQKF) algorithm, was proposed. The proposed algorithm is the square-root implementation of the quadrature Kalman filter (QKF). The quadrature Kalman filter is a recursive, nonlinear filtering algorithm developed in the Kalman filtering framework and computes the mean and covariance of all conditional densities using the Gauss-Hermite quadrature rule. The square-root quadrature Kalman filter propagates the mean and the square root of the covariance. It guarantees the symmetry and positive semi-definiteness of the covariance matrix, improved numerical stability and the numerical accuracy, but at the expense of increased computational complexity slightly.

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99-105

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October 2011

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© 2012 Trans Tech Publications Ltd. All Rights Reserved

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