Gm. Siouris et al., TRACKING AN INCOMING BALLISTIC-MISSILE USING AN EXTENDED INTERVAL KALMAN FILTER, IEEE transactions on aerospace and electronic systems, 33(1), 1997, pp. 232-240
The important tracking problem by radar of an incoming ballistic missi
le system, which contains uncertainty in modelling and noise in both d
ynamics and measurements, is studied The classical extended Kalman fil
ter (EKF) is no longer applicable to such an uncertain system, and so
a new extended interval Kalman filter (EIKF) is developed for tracking
the missile system. Computer simulation is presented to show the effe
ctiveness of the EIKF algorithm for this uncertain and nonlinear balli
stic missile tracking problem.