应用于仅有角度测量的寻的导弹制导的自适应修正增益推广Kalman滤波器

一种适用于一类特定的非线性系统全局收敛非线性滤波器被称作修正增益推广Ｋａｌｍａｎ滤波器（ＭＧＥＫＦ）。将ＭＧＥＫＦ与一种非线性时变观测噪声统计估值器相结合，导出一种自适应修正增益推广Ｋａｌｍａｎ滤波器（ＡＭＧＥＫＦ）。ＡＭＧＥＫＦ应用于三维仅有角度测量的寻的导弹制导，当测量噪声的方差不能精确已知时，不存在ＭＧＥＫＦ经常表现出的不稳定性，仿真结果表明ＡＭＧＥＫＦ是稳定的。而且与虚构的、对测量噪声方差精确已知的ＭＧＥＫＦ有几乎相同的估计效果。

Adaptive Modified Gain Extended Kalman Filter for Bearings-Only Homing Missile Guidance

A globally-convergent nonlinear filter, called the modified gain extended Kalman filter (MGEKF), is proposed for a special class of nonlinear systems. An adaptive modified gain extended Kalman filter (AMGEKF) is presented by integrating the MGEKF with a nonlinear statistics estimator for time-varying observation noise. The AMGEKF is applied to the three-dimensional bearings-only homing missile guidance problem where the MGEKF often shows erratic behavior when the variance of measurement noise can not be exactly known. Simulation results indicate that AMGEKF is stable and performs almost as well as the ficticious MGEKF which exactly knows the variance of measurement noise.