Investigation of Kalman filter divergence using robust stability techniques [combat aircraft tracking/navigation system]

Presents an overview of a preliminary study into the issues associated with Kalman filter stability. Future advanced combat aircraft will require further levels of system integration it is believed that Kalman filters will play a key role in this increased integration and consequently their performance and robustness are of interest. The paper applies the /spl mu/-analysis robust stability technique to a two dimensional tracking/navigation system which requires a nonlinear or extended Kalman filter. Results show that the robust stability margins provide an indication of poor robustness, under some circumstances, but further work is required to predict instability or divergence in the extended Kalman filter.