Abstract
A self-tuning Kalman filter is introduced to reduce the destructive effects of the delayed and lost measurements in the guidance systems employing command to line-of-sight strategy. A sequence of Bernoulli distributed random variables with uncertain probabilities are used to model the delayed and lost observations. Besides the state estimation, the uncertain parameters of the measurement model are identified online using the covariance of innovation sequence. Simulation results are given to demonstrate the merits of the suggested approach.
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