DocumentCode :
815251
Title :
A simplified iteration filter to reduce nonlinearity bias
Author :
Warren, Anthony W.
Author_Institution :
Boeing Computer Services, Incorporated, Seattle, WA, USA
Volume :
19
Issue :
4
fYear :
1974
fDate :
8/1/1974 12:00:00 AM
Firstpage :
436
Lastpage :
437
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;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1974.1100623
Filename :
1100623
Link To Document :
بازگشت