卡尔曼滤波器已在各种相控阵雷达中用来跟踪卫星、再入飞行器和导弹。本文研究这类滤波器的设计,以降低计算要求、病态条件和非线性的影响。介绍了几种用来表示卡尔曼滤波器误差协方差矩阵的专用坐标系。这些协方差坐标简化了实际滤波器设计所需的近似去耦。采用卡尔曼滤波器中病态条件的指导性讨论和分析来推动这种设计的研究。该分析还对文献中报导的几种熟知的现象作了说明。另外,还包括非线性的讨论,以及减轻其不利影响的方法。 Kalman filters have been used in various phased array radars to track satellites, reentry vehicles and missiles. This paper studies the design of such filters to reduce the computational requirements, pathological conditions, and nonlinear effects. Several kinds of special coordinate systems are introduced to represent the error covariance matrix of Kalman filter. These covariance coordinates simplify the approximate decoupling required for the actual filter design. Guided discussions and analysis of pathological conditions in Kalman filters are used to facilitate this design study. The analysis also illustrates several well-known phenomena reported in the literature. In addition, non-linear discussions are included as well as ways to mitigate their adverse effects.