Development of real-time error ellipses as an indicator of Kalman filter performance.
Gerba, Alex Jr.
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An error ellipse plotting routine was developed to provide real-time indication of Kalman filter performance. The study included an evaluation of the Hewlett-Packard HP-86 computer system's capability for providing real-time tracking information and an evaluation of the computer's possible use on the three-dimensional underwater tracking range at the Naval Underwater Weapons Engineering Station, Keyport , Washington. A series of tracking runs were used to demonstrate both linear and extended Kalman filtering. Information obtained from the error ellipses was used to modify filter parameters for improved filter performance. It was found that the error ellipse was useful as a tool for indicating filter performance and for making decisions regarding filter parameter modification. The HP-86 provided accurate, reliable results and it could be used for on-line graphics. However, the computing speed fo the HP-86 computer as used in this study was too slow for on-line processing of the three-dimensional tracking problem.
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