A SUBOPTIMAL MULTIPLE FADING EXTENDED KALMAN FILTER

A new concept of "strong tracking filters" is proposed, a general structure of a class of strong tracking filters is presented, and an orthogonality principle is also proposed for designing such strong tracking filters. Based on the orthogonality principle, a strong tracking filter-a suboptimal multiple fading extended Kalman filter (SMFEKF) is proposed, which improves the suboptimal fading extended Kalman filter (SFEKF) proposed in [1]. Finally, the effictiveness of the SMFEKF is illustrated by computer simulation.