Abstract
The presence of a microprocessor makes it possible to utilize a digital filter to process the measurement data and obtain a state estimate to be used in a digital guidance system for tactical homing missiles. Of particular interest is the case of the short-range, air-to-air missile against a highly maneuverable target when angle-only measurements are available. A standard filter for processing the measurements is the extended Kalman filter, the performance of which depends on the value selected for the measurement covariance. It is shown that the performance of this filter can be improved by estimating the,measurement covariance. Two methods for doing so are investigated: the limited-memory and the weighted limited-memory.
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