Design of Efficient Point-Mass Filter with Application in Terrain Aided Navigation

Autor:	Matoušek, J., Duník, J., Brandner, M.
Rok vydání:	2023
Předmět:	Electrical Engineering and Systems Science - Systems and Control Electrical Engineering and Systems Science - Signal Processing
Druh dokumentu:	Working Paper
DOI:	10.23919/FUSION52260.2023.10224172
Popis:	This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based point-mass filter (PMF), which is the most computationally demanding part of the PMF algorithm. A novel efficient PMF (ePMF) estimator, unifying continuous and discrete, approaches is proposed, designed, and discussed. By numerical illustrations, it is shown, that the proposed ePMF can lead to a time complexity reduction that exceeds 99.9% without compromising accuracy. The MATLAB code of the ePMF is released with this paper. Comment: Pulibshed in proccedings of FUSION 2023. PLEASE cite the published version! The code is also now available at GitHub: https://github.com/IDM-UWB/efficient-PMF
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2303.05100 Zobrazit plný text záznamu View this record from Arxiv