(A) study of an optimal filter for vehicle guidance

Abstract

This paper deals with the development and the simulation of an optimal filter for the guidance of a vehicle. First some basic concepts are presented and the optimal estimation theory is discussed, and an extension is carried out for the case of a nonlinear model. Kalman filter with driving noise, which is a fading memory filter, is formulated. After a nominal trajectory is found under the given assumptions, the filter program developed is simulated.