A second-order stochastic filter involving coordinate transformation
SCIE
SCOPUS
- Title
- A second-order stochastic filter involving coordinate transformation
- Authors
- Nam, K; Tahk, MJ
- Date Issued
- 1999-03
- Publisher
- IEEE-INST ELECTRICAL ELECTRONICS ENGI
- Abstract
- In the state estimation of a nonlinear system, the second-order filter is known to achieve better precision than the first-order filter [extended Kalman filter (EKF)] at the price of complex computation. If the measurement equation is linear in a transformed state variable, the complex measurement update equations of the second-order filter become as simple as the EKF case. Further, if the vector fields carrying the noise are constant, the high-order components in the variance propagation equation disappear. This suggests that if we make the measurement equation linear and make some vector fields constant through a coordinate transformation, we can simplify the second-order filter significantly while taking advantage of high precision. Finally, with an example of a falling body, we demonstrate through a Monte Carlo analysis the usefulness of the proposed method.
- Keywords
- coordinate transformation; extended Kalman filter (EKF); second-order filter; NONLINEAR-SYSTEMS
- URI
- https://oasis.postech.ac.kr/handle/2014.oak/20473
- DOI
- 10.1109/9.751360
- ISSN
- 0018-9286
- Article Type
- Article
- Citation
- IEEE TRANSACTIONS ON AUTOMATIC CONTROL, vol. 44, no. 3, page. 603 - 608, 1999-03
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- There are no files associated with this item.
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