A new approach for filtering nonlinear systems
Top Cited Papers
- 24 August 2005
- proceedings article
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 3, 1628-1632
- https://doi.org/10.1109/acc.1995.529783
Abstract
In this paper we describe a new recursive lin- ear estimator for filtering systems with nonlinear process and observation models. This method uses a new parameterisa- tion of the mean and covariance which can be transformed directly by the system equations to give predictions of the transformed mean and covariance. We show that this tech- nique is more accurate and far easier to implement than an extended Kalman filter. Specifically, we present empirical results for the application of the new filter to the highly non- linear kinematics of maneuvering vehicles.Keywords
This publication has 2 references indexed in Scilit:
- Implicit Jacobian for linearised state estimation in nonlinear systemsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,2005
- A new method for the nonlinear transformation of means and covariances in filters and estimatorsIEEE Transactions on Automatic Control, 2000