Title :
An unscented Rauch-Tung-Striebel smoother for a bearing only tracking problem
Author :
Razali, Saifudin ; Watanabe, Keigo ; Maeyama, Shoichi ; Izumi, Kiyotaka
Author_Institution :
Dept. of Intell. Mech. Syst., Okayama Univ., Okayama, Japan
Abstract :
The unscented Kalman filter (UKF) has become a new technique used in a number of nonlinear estimation problems to overcome the limitation of Taylor series linearization. It uses a deterministic sampling approach known as sigma points to propagate nonlinear systems and has been discussed in many literature. However, a nonlinear smoothing problem has received less attention than the filtering problem. Therefore, in this article we examine an unscented smoother based on Rauch-Tung-Striebel form for discrete-time dynamic systems. This smoother has advantages available in unscented transformation over approximation by Taylor expansion as well as its benefit in derivative free. To evaluate the performance of this smoother, we compare this algorithm with an extended Rauch-Tung-Striebel algorithm through the simulations of a bearing-only tracking problem.
Keywords :
Kalman filters; discrete time filters; linearisation techniques; nonlinear estimation; smoothing methods; Taylor expansion; Taylor series linearization; bearing-only tracking problem; deterministic sampling; discrete-time dynamic systems; nonlinear estimation; nonlinear smoothing problem; sigma points; unscented Kalman filter; unscented Rauch-Tung-Striebel smoother; Approximation methods; Equations; Estimation; Joints; Mathematical model; Noise; Smoothing methods; Rauch-Tung-Striebel smoother; Unscented transformation; bearing-only tracking problem;
Conference_Titel :
Control Automation and Systems (ICCAS), 2010 International Conference on
Conference_Location :
Gyeonggi-do
Print_ISBN :
978-1-4244-7453-0
Electronic_ISBN :
978-89-93215-02-1