Two-step optimal estimator for three dimensional target tracking

This study presents an adaptation of a novel estimation methodology to the general nonlinear three-dimensional problem of tracking a maneuvering target. The two-step optimal estimator (TSE) suggests an attractive alternative to the standard extended Kalman filter (EKF). A superior performance is accomplished by dividing the estimation problem into two steps: a linear first step and a nonlinear second step. The target tracking performance of the TSE is shown to be better than an EKF implemented in either inertial or modified spherical coordinates. In the passive case, where bearing/elevation angles only are measured, the TSE yields excellent range and target acceleration estimates. In the active case, where range measurement is available as well, a homing missile employing closed-loop optimal guidance based on the TSE state estimates obtains smaller miss distances than with either versions of the EKF.