A Fading Quadrature Kalman Filter for Nonlinear Systems

Quadrature Kalman Filter(QKF) for the highly non-linear bearing-only tracking systems is investigated,and its shortcomings are analyzed.To overcome the limitations of QKF,a fading Quadrature Kalman Filter(FQKF) based on Strong Tracking Filter(STF) is presented.The FQKF could adjust its filtering gain matrix on line by introducing a timevarying fading factor.Then the algorithm mechanism analysis and simulation results show that FQKF has the advantages of STF,and maintains good performance for sudden changing systems.Thus FQKF's stability increases and has acceptable complexity compared with QKF.