Stochastic Feedback Based Continuous-Discrete Cubature Kalman Filtering for Bearings-Only Tracking

Bearings-only tracking only adopts measurements from angle sensors to realize target tracking, thus, the accuracy of the state prediction has a significant influence on the final results of filtering. There exist unpredictable approximation errors in the process of filtering due to state propagation, discretization, linearization or other adverse effects. The idea of online covariance adaption is proposed in this work, where the post covariance information is proved to be effective for the covariance adaption. With theoretical deduction, the relationship between the posterior covariance and the priori covariance is investigated; the priori covariance is modified online based on the feedback rule of covariance updating. The general framework integrates the continuous-discrete cubature Kalman filtering and the feedback rule of covariance updating. Numerical results illustrated that the proposed method has advantages over decreasing unpredictable errors and improving the computational accuracy and efficiency.