Title :
Modified extended Kalman filtering
Author :
Wall, D.S. ; Gaston, F.M.F.
Author_Institution :
Sch. of Electron. & Electr. Eng., Birmingham Univ., UK
Abstract :
This paper examines a previously published modified extended Kalman (1960) filter. The modification provides better estimates than the extended Kalman filter under certain system conditions. The modification attempts to formulate a more accurate linearization of the underlying system, hence improve the state estimates. This paper investigates conditions where the algorithm outperforms the extended Kalman filter. The paper also suggests an additional modification which further improves the performance
Keywords :
Kalman filters; filtering theory; nonlinear filters; state estimation; algorithm; extended Kalman filter; modified extended Kalman filtering; performance; state estimates; system conditions; system linearization; Differential equations; Digital signal processing; Filtering; Kalman filters; Nonlinear filters; Programmable control; Stochastic processes; Testing;
Conference_Titel :
Digital Signal Processing Proceedings, 1997. DSP 97., 1997 13th International Conference on
Conference_Location :
Santorini
Print_ISBN :
0-7803-4137-6
DOI :
10.1109/ICDSP.1997.628449
