QR-Duality Tuning of Standard Kalman Filters Oriented to Rocket Velocity Indirect Measurement

Abstract

The development of a tuning procedure for standard Kalman filter algorithm based on Q and R matrices duality principle is the main issue of this article. The tuning procedure is based on heuristics that are guided by the influence of Q and R matrices on the Kalman gain selections, as these matrices variations are driven by the QR-duality principle. An analysis of the filter performance is carried out by decreasing or increasing the filter bandwidth, the tuning objective aims to build optimal gains sets that map an aerospace vehicle behavior. Taking into account the rocket stages, some discussions about practical aspects of dynamic systems models simulation are presented in the sense of displacement, velocity and acceleration state space variables.