Realtime digital integration for continuous Kalman filtering in nonlinear systems

Autor:	James R. Rowland, Jerry A. Gaston
Rok vydání:	1975
Předmět:	Extended Kalman filter General Computer Science Control and Systems Engineering Control theory Filtering problem Ensemble Kalman filter Fast Kalman filter Kalman filter Unscented transform Electrical and Electronic Engineering Alpha beta filter Invariant extended Kalman filter Mathematics
Zdroj:	Computers & Electrical Engineering. 2:131-140
ISSN:	0045-7906
DOI:	10.1016/0045-7906(75)90002-6
Popis:	The utilization of different numerical integration formulas for on-line continuous Kalman filtering is investigated for nonlinear systems. Variational and extended versions of the Kalman filter are compared on the basis of accuracy and computational speed tradeoffs as input noise levels and system nonlinearity characteristics are varied. Digital simulations are performed on a typical nonlinear system for several combinations of filtering configurations and integration formulas with different step sizes. It is shown by ensemble-averaged Monte Carlo simulations that the second-order Adams-Bashforth formula (AB2) and the variational Kalman filter should be used for the mildly nonlinear system considered.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c7cabb6e5b7b2e85183871efd26ae624 https://doi.org/10.1016/0045-7906(75)90002-6 Zobrazit plný text záznamu