A New Nonlinear Filter Method for Ballistic Target Tracking
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.
Robin G. Qiu and Yongfeng Ju
C. L. Wu and Y. F. Ju, "A New Nonlinear Filter Method for Ballistic Target Tracking", Applied Mechanics and Materials, Vols. 135-136, pp. 99-105, 2012