23rd Congress of International Council of the Aeronautical Sciences, 8-13 September, 2002, Toronto, Canada
Paper ICAS 2002-5.7.1

MINIMISING THE RISK OF COLLATERAL DAMAGE WITH THE KALMAN-LEVY FILTER

S. W. Sims (1), J. F. Ralph (1), K. L. Edwards (2)
(1) University of Liverpool, UK; (2) Avionics and Vetronics Centre, Sensors and Electronics Division, QinetiQ Ltd., Farnborough, UK

Keywords: kalman filters, optimal state estimation, collateral damage

This paper examines the use of Kalman-Levy filters in guidance and navigation systems. The Kalman-Levy filter has been developed recently for use with systems with non-Gaussian stable noise or where the noise converges slowly to the Gaussian limit. In such situations, minimisation of the estimated variance (which is the basis of the standard Kalman filter) is not compatible with the minimisation of the large errors that could be associated with collateral damage.

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