Receding Horizon Unbiased FIR Filters and Their Application to Sea Target Tracking

Abstract EN

Finite impulse response (FIR) state estimation algorithms have been much discussed in literature lately.

It is well known that they allow overcoming the Kalman filter divergence caused by modeling uncertainties.

In this paper, new receding horizon unbiased FIR filters ignoring noise statistics for time-varying discrete state-space models are proposed.

They have the following advantages.

First, the proposed filters use only known means of state vector components at starting points of sliding windows.

This allows us to take into account priory statistical information (on average) about specified movements of the system.

Second, the iterative version of the filter has a Kalman-like form.

Besides, its initialization does not include a training cycle in a batch form.

Such filters may have a wide range of applications.

In this paper, position and speed estimation of sea targets using angle measurements in azimuth and elevation is considered as an example.