Damped Posterior Linearization Filter

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. ISSN 1070-9908, 1558-2361

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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
Uncontrolled Keywords:	Bayesian state estimation, estimation, kalman filters, nonlinear
Depositing User:	Symplectic Admin
Date Deposited:	14 Feb 2018 08:26
Last Modified:	16 Jun 2026 03:59
DOI:	10.1109/LSP.2018.2806304
Related Websites:	Author Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3018098
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