Adaptive system noise covariance for performance enhancement of Kalman filter-based algorithms

Vika Lee, Chun Chung Chan, Henry Leung

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

2 Citations (Scopus)


Several designs of Kalman filters and the interacting multiple models algorithm were used in real tracking tasks involving high dynamic targets. Th data were obtained through the joint effort of the defense departments of Canada and the US. Their performance, measured in terms of positional deviation and the number of track losses, are rather unsatisfactory even though they perform particularly well when using simulated data. To identify the reasons behind, we compared and analyzed the differences between the mode assumptions behind the design of these Kalman filters and the model required for accurate tracking of these targets. In this paper, we discussed our findings. Moreover, based on the characteristics of real tracking data, we present an alternative methodology for measuring the effectiveness of various Kalman filter based trackers in stressful environmental. It can also be used to explain the well known characteristics of Kalman filter. A lower bound for the deviation, obtained from this equation, shows that deviation could be too large to manage if noise bandwidth is as high as the real data instead of a pre-assumed magnitude. Instead of having to redesign many existing Kalman filters to suit for stressful environment, we developed a design-independent module that can be added to different types of Kalman filters based trackers to enhance their performance in the tracking high dynamic targets. The module is called adaptive systems noise covariance estimation. It is not only safe (i.e. almost no negative effect) but it can sometimes even double the performance of trackers in stressful environment.
Original languageEnglish
Title of host publicationProceedings of SPIE - The International Society for Optical Engineering
Number of pages15
Publication statusPublished - 1 Jan 1996
EventAcquisition, Tracking, and Pointing X - Orlando, FL, United States
Duration: 10 Apr 199611 Apr 1996


ConferenceAcquisition, Tracking, and Pointing X
Country/TerritoryUnited States
CityOrlando, FL

ASJC Scopus subject areas

  • Engineering(all)

Cite this