Improved EKF method of estimating locations with sudden high jumps in the measurement noise (Q1604739)

Range and bearing navigation is commonly used in many systems. The obtained measurements are accompanied by noise and possible errors which may lead to wrong decisions of the control and guidance system. The authors suggest an improved method, over the Kalman filter with standard gates, of filtering unexpected high measurement noise. Optimal variable correlation gates around the predicted values of the signal states reduce the unexpected noise effect. Values of measurements out of these gates are not considered, and the integration of the prediction model for the tracked signal continues until a new measurement is received within the gate opening.