Improved extended kalman filter design for radar tracking

A new filtering algorithm for radar tracking is developed based on the fact that correct evaluation of the measurement error covariance can be made possible by doing it with respect to the Cartesian state vector. The new filter may be viewed as a modification of the extended Kalman filter where the variance of the range measurement errors is evaluated in an adaptive manner. The structure of the proposed filter allows sequential measurement processing scheme to be incorporated into the scheme, and this makes the resulting algorithm favorable in both estimation accuracy and computational efficiency.