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Invariant Extended Kalman Filter for target tracking
1 : Thales Air Systems
Thales Air Systems
2 : École des Mines de Paris
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Site web
* : Auteur correspondant
Ministère de l'Economie, des Finances et de l'Industrie
60 boulevard Saint-Michel - 75272 Paris Cedex 06 -
France
A 3D target model expressed in intrinsic coordinates will be developed in this article. The frame used is the Frenet-Serret frame, that is a practical frame to represent the commands a pilot can have on his aircraft for instance. A quite accurate description of the possible motions of an aircraft is to assume the commands are piecewise constant. Once the target model is derived, a filtering algorithm is needed to perform state estimation. As the target model is not expressed in a vectorial space, but rather in a Lie group setting, a novel algorithm, based on results from the inertial navigation field has to be established. This new filter is called the Invariant Extended Kalman Filter (IEKF).
