Steady-state performance of the decoupled Kalman filter

A steady-state covariance analysis is discussed in the study the performance of a six-state, decoupled Kalman track filter. Analytical and numerical results indicate that, for a considerable range of filter gains and target line-of-sight (LOS) rates, the decoupled filter is unstable, and its steady-state root-mean-square tracking errors are unbounded.<
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