Qp. Chu et al., MODIFIED RECURSIVE MAXIMUM-LIKELIHOOD ADAPTIVE FILTER FOR NONLINEAR AIRCRAFT FLIGHTPATH RECONSTRUCTION, Journal of guidance, control, and dynamics, 19(6), 1996, pp. 1285-1295
Nonlinear aircraft flight-path reconstruction is basically a state est
imation problem that can be solved with adaptive filtering techniques,
as it involves the estimation of flight trajectories and unknown para
meters such as biases, scale factors, and noise statistical uncertaint
ies of flight instrumentation systems. Among many algorithms, the recu
rsive maximum likelihood (RML) method is a popular scheme in adaptive
filtering for nonlinear state-parameter estimation problems. However,
the RML algorithm is sensitive to initialization errors of system para
meters. Divergence may occur at large values of these errors. The obje
ctive of the present study is to develop a modified recursive maximum
likelihood (MRML) adaptive filter that is less sensitive to the effect
s of initialization errors. The new algorithm revises the conventional
RML adaptive biter by including the effect of the parameter estimator
in the prediction error vector computation. Numerical results are pre
sented for a nonlinear aircraft model. System states and a variety of
parameters including measurement noise standard deviations were estima
ted with the conventional RML adaptive filter and compared with corres
ponding estimates of the new MRML adaptive filter. Numerical simulatio
ns were carried out with different a priori estimates of parameters an
d system state vector elements. The results indicate that the MRML ada
ptive filter, as developed here, produces estimates that are both more
accurate and less sensitive to parameter initialization errors than t
hose obtained with the conventional RML adaptive filter.