Development and numerical investigation of new non-linear Kalman filter variants

Charalampidis, AC; Papavassilopoulos, GP

dc.contributor.author	Charalampidis, AC	en
dc.contributor.author	Papavassilopoulos, GP	en
dc.date.accessioned	2014-03-01T01:35:30Z
dc.date.available	2014-03-01T01:35:30Z
dc.date.issued	2011	en
dc.identifier.issn	1751-8644	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/21084
dc.subject.classification	Automation & Control Systems	en
dc.subject.classification	Engineering, Electrical & Electronic	en
dc.subject.classification	Instruments & Instrumentation	en
dc.subject.other	Estimation errors	en
dc.subject.other	Mode-based	en
dc.subject.other	Non-linear	en
dc.subject.other	Numerical investigations	en
dc.subject.other	Particle filter	en
dc.subject.other	Recursive state estimation	en
dc.subject.other	Sampling importance resampling	en
dc.subject.other	State Estimators	en
dc.subject.other	Unscented Kalman Filter	en
dc.subject.other	Estimation	en
dc.subject.other	Linear systems	en
dc.subject.other	Nonlinear filtering	en
dc.subject.other	State estimation	en
dc.subject.other	Kalman filters	en
dc.title	Development and numerical investigation of new non-linear Kalman filter variants	en
heal.type	journalArticle	en
heal.identifier.primary	10.1049/iet-cta.2010.0553	en
heal.identifier.secondary	http://dx.doi.org/10.1049/iet-cta.2010.0553	en
heal.language	English	en
heal.publicationDate	2011	en
heal.abstract	This study deals with recursive state estimation for non-linear systems. A new set of σ-points for the unscented Kalman filter is proposed as well as a way to substitute a non-linear output with a linear one. The importance of the function of the state which must be estimated is also illustrated and also the need for taking it into account when designing the state estimator. Mode-based estimators are proposed. All the suggested methods are compared with standard extended Kalman filter, unscented Kalman filter and particle filter with sampling importance resampling using simulations. The results show that the modifications proposed in some cases lead to considerable reduction in the estimation error. © 2011 The Institution of Engineering and Technology.	en
heal.publisher	INST ENGINEERING TECHNOLOGY-IET	en
heal.journalName	IET Control Theory and Applications	en
dc.identifier.doi	10.1049/iet-cta.2010.0553	en
dc.identifier.isi	ISI:000292639600002	en
dc.identifier.volume	5	en
dc.identifier.issue	10	en
dc.identifier.spage	1155	en
dc.identifier.epage	1166	en