Raitoharju, Matti, Svensson, Lennart, Garcia-Fernandez, Angel Froilan ORCID: 0000-0002-6471-8455 and Piche, Robert
(2018)
Damped Posterior Linearization Filter.
IEEE SIGNAL PROCESSING LETTERS, 25 (4).
pp. 536-540.
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Abstract
In this letter, we propose an iterative Kalman type algorithm based on posterior linearization. The proposed algorithm uses a nested loop structure to optimize the mean of the estimate in the inner loop and update the covariance, which is a computationally more expensive operation, only in the outer loop. The optimization of the mean update is done using a damped algorithm to avoid divergence. Our simulations show that the proposed algorithm is more accurate than existing iterative Kalman filters.
Item Type: | Article |
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Uncontrolled Keywords: | Bayesian state estimation, estimation, kalman filters, nonlinear |
Depositing User: | Symplectic Admin |
Date Deposited: | 14 Feb 2018 08:26 |
Last Modified: | 15 Mar 2024 13:54 |
DOI: | 10.1109/LSP.2018.2806304 |
Related URLs: | |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3018098 |