Modified extended Kalman filtering

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...

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Bibliographic Details
Main Authors: Wall, D.S., Gaston, F.M.F.
Format: Conference Proceeding
Language:English
Subjects:
Differential equations
Digital signal processing
Filtering
Kalman filters
Nonlinear filters
Programmable control
Stochastic processes
Testing
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Summary: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.
DOI:10.1109/ICDSP.1997.628449