Square-root form second-order EKF algorithm and its application in passive target motion analysis

To cope with the significant nonlinearity and weak observability problems in the passive target motion analysis(TMA),a new nonlinear filter based on second-order extended Kalman technology and square-root Kalman algorithm is developed.By orthogonalizing the state vectors with the square root of covariance matrixes,the computational complexity in second-order extended Kalman algorithm is reduced,and then a second-order extended Kalman algorithm based on square-root Kalman technology,which improves the numerically stability of a filter,is deduced.The new algorithm is applied to a TMA problem and proves with both numerical simulation and actual experimentation that it performs well in the significant nonlinear systems.