Title :
A simplified iteration filter to reduce nonlinearity bias
Author :
Warren, Anthony W.
Author_Institution :
Boeing Computer Services, Incorporated, Seattle, WA, USA
fDate :
8/1/1974 12:00:00 AM
Abstract :
An iteration algorithm is proposed for reducing the nonlinearity bias of an extended Kalman filter. The algorithm is a simple modification of the single stage iteration filter as defined by Mehra [3], which uses the same filter gains at each iteration. The simplified filter yields bias reduction comparable to the original iteration filter, but requires substantially fewer computations.
Keywords :
Discrete-time systems, nonlinear; Kalman filtering; Nonlinear filtering; Nonlinear systems, discrete-time; Algorithm design and analysis; Filtering algorithms; Gain measurement; Kalman filters; Linear approximation; Nonlinear filters; Smoothing methods;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100623