Improved Method of Strong Tracking Extended Kalman Filter

A strong tracking finite-difference Kalman filter(STFDEKF) is presented to handle the divergence problem of state estimation of a nonlinear mismatched model and limited application scope.In filtering calculation,strong tracking factor is introduced to modify priori covariance matrix to improve the accuracy of the filter.The filter uses finite-difference method to calculate partial derivatives of nonlinear functions to enlarge its application scope.The comparison of several Kalman filters shows that the STFDEKF filter has high numerical stability,strong tracking and larger application scope and it can be applied to state estimation of complex nonlinear systems.