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The accurate continuous-discrete extended Kalman filter for radar tracking

Kulikov, Gennady Yu; Kulikova, Maria

IEEE Transactions on Signal Processing, 64(4) (2016), 948-958

This paper elaborates the Accurate Continuous-Discrete Extended Kalman Filter grounded in an ODE solver with global error control and its comparison to the Continuous-Discrete Cubature and Unscented Kalman Filters. All these state estimators are examined in severe conditions of tackling a seven-dimensional radar tracking problem, where an aircraft executes a coordinated turn. The latter is considered to be a challenging one for testing nonlinear filtering algorithms. Our numerical results show that all the methods can be used for practical target tracking, but the Accurate Continuous-Discrete Extended Kalman Filter is more flexible and robust. It treats successfully (and without any manual tuning) the air traffic control scenario for various initial data and for a range of sampling times.