Quasi-Stochastic Integration Filter for Nonlinear Estimation

Joint Authors

Li, Ning
Huang, Yu-Long
Wu, Zhe-Min
Zhang, Yong-Gang

Source

Mathematical Problems in Engineering

Issue

Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-10, 10 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2014-06-23

Country of Publication

Egypt

No. of Pages

10

Main Subjects

Civil Engineering

Abstract EN

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.

American Psychological Association (APA)

Zhang, Yong-Gang& Huang, Yu-Long& Wu, Zhe-Min& Li, Ning. 2014. Quasi-Stochastic Integration Filter for Nonlinear Estimation. Mathematical Problems in Engineering،Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-512103

Modern Language Association (MLA)

Zhang, Yong-Gang…[et al.]. Quasi-Stochastic Integration Filter for Nonlinear Estimation. Mathematical Problems in Engineering No. 2014 (2014), pp.1-10.
https://search.emarefa.net/detail/BIM-512103

American Medical Association (AMA)

Zhang, Yong-Gang& Huang, Yu-Long& Wu, Zhe-Min& Li, Ning. Quasi-Stochastic Integration Filter for Nonlinear Estimation. Mathematical Problems in Engineering. 2014. Vol. 2014, no. 2014, pp.1-10.
https://search.emarefa.net/detail/BIM-512103

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-512103