Quasi-stochastic integration filter for nonlinear estimation

DOI10.1155/2014/967127MaRDI QIDQ1719494zbMATH OpenOpenAlexWikidataFDO

Authors Yonggang Zhang, Yulong Huang, Zhe-Min Wu, Ning Li

Publication date 8 February 2019

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2014/967127

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

Review text

Summary: In practical applications, numerical instability problem, systematic error problem caused by nonlinear approximation, and nonlocal sampling problem for high-dimensional applications, exist in unscented Kalman filter (UKF). To solve these problems, a quasi-stochastic integration filter (QSIF) for nonlinear estimation is proposed in this paper. nonlocal sampling problem is solved based on the unbiased property of stochastic spherical integration rule, which can also reduce systematic error and improve filtering accuracy. In addition, numerical instability problem is solved by using fixed radial integration rule. Simulations of bearing-only tracking model and nonlinear filtering problem with different state dimensions show that the proposed QSIF has higher filtering accuracy and good numerical stability as compared with existing methods, and it can also solve nonlocal sampling problem effectively.

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Cited in

(6)

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