Two Extended Kalman filter routines, one using a one-step
estimation/prediction and the other a sequential approach,
were developed and compared to provide real time estimates
of target positions on the three dimensional underwater tracking
range at Naval Underwater Weapons Engineering Station,
Keyport, Washington. Inputs to the routines were acoustic
pulse transit times from the target to receiving array elements
which are non-linear functions of the position coordinates.
These inputs were linearized and the filter gains calculated
on-line. Simulated runs were conducted for tracks in
the area of one hydrophone array and for tracks that transited
through multiple arrays. It was found that the sequential
estimate routine exhibited better performance in recovering
from transients caused by random measurement noise or target
movement.http://archive.org/details/realtimekalmanfi00dwyeLieutenant, United States Nav
