EKF moving horizon estimation based nonlinear filter for marine dynamic positioning system

A design method of dynamic positioning (DP) nonlinear filter is proposed for surface vessels which are suffering from random disturbance. Extended Kalman filtering moving horizon estimation is applied to design a nonlinear filter in accordance with the discrete marine motion model which is transformed by the difference method. Arrival cost for moving horizon estimation is calculated via extended Kalman filtering. The proposed method is applied to design a supply marine DP filter. Simulation results indicate the effectiveness of the designed filter.