Modification of Standard Kalman Filter Based on Augmented Input Estimation and Deadbeat Dissipative FIR Filtering

Abstract

ABSTRACT This paper presents modification of standard Kalman filter (KF) based on augmented input estimation (AIE) and deadbeat dissipative FIR filtering (DDFF) for maneuvering target tracking. Although KF is a well-known tool in estimation and tracking but it has two weaknesses, disability in maneuvering motions and lack of robustness against temporary model uncertainty. For the first problem, the AIE is proposed to cover both the non-maneuvering and maneuvering parts of motion and so the maneuver detection procedure is eliminated. This model with an input estimation (IE) approach is a special augmentation in the state space model which considers both the state vector and the unknown input vector as a new augmented state vector. Also, KF is based on infinite impulse response (IIR) structure and cannot be robust against temporary model uncertainty. Unlike IIR, finite impulse response (FIR) filter is robust and stable against model uncertainty. So, for the second problem, an extra type of FIR filter named DDFF is introduced in this paper that not only has the intrinsic properties of FIR but also can improve these features by tuning some weighting parameters. In the last examples of the paper, the advantages of the proposed model against other models are shown.