An improvement to the adaptive Kalman filter with the feedback of estimation error

Abstract

This paper presents a new novel technique for implementation of the adaptive Kalman filter. The algorithm is based on Kalman filtering tracking method with the addition of feedback estimation error. The performance of the algorithm is compared with that of a standard Kalman filter and also with that of an IMM algorithm. This proposed filter is simple to implement and requires less computational load while produce better estimates than the standard Kalman filter algorithm and closely to the IMM algorithm.