THE CONDITIONS OF OBSERVATION RESEARCH FOR EXTENDED KALMAN FILTER GOODNESS-OF-FIT USING MONTE-CARLO METHOD

Abstract

Accuracy of approximation Gaussian probability density at conversion of measurements from Cartesian coordinates to polar for various conditions of observation is estimated using Monte-Carlo method. Conditions of observation research for extended Kalman filter goodness-of-fit are presented.

Keywords

• метод линеаризации
• плотность вероятности
• метод монте-карло
• сопровождение летательных аппаратов
• фильтр калмана при косвенных измерениях