Robust Tracking under Measurement Model Mismatch via Linearly Constrained Extended Kalman Filtering

Standard state estimation techniques, ranging from the linear Kalman filter to nonlinear sigma-point or particle filters, assume a perfectly known system model, that is, process and measurement functions and system noise statistics (both the distribution and its parameters). This is a strong assumption which may not hold in practice, reason why several approaches have been proposed for robust filtering. In the context of linear filtering, a solution to cope with a possible system matrices mismatch is to use linear constraints. In this contribution we further explore the extension and use of recent results on linearly constrained Kalman filtering (LCKF) for robust tracking/localization under measurement model mismatch. We first derive the natural extension of the LCKF to nonlinear systems, and its use to mitigate parametric modelling errors in the nonlinear measurement function. A tracking problem where a set of sensors at possibly mismatched (unknown to a certain extent) positions track a moving object from time of arrival measurements is used to support the discussion.