Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/89841
Title: Numerical investigation of Gaussian filters with a combined type Bayesian filter for nonlinear state estimation
Authors: Mehndiratta, Mohit
Prach, Anna
Kayacan, Erdal
Keywords: Gaussian Filter
DRNTU::Engineering::Mechanical engineering
Nonlinear Estimation
Issue Date: 2016
Source: Mehndiratta, M., Prach, A., & Kayacan, E. (2016). Numerical investigation of Gaussian filters with a combined type Bayesian filter for nonlinear state estimation. IFAC-PapersOnLine, 49(18), 446-453. doi:10.1016/j.ifacol.2016.10.206
Series/Report no.: IFAC-PapersOnLine
Abstract: This study presents a numerical comparison of three filtering techniques for a nonlinear state estimation problem. We consider an Extended Kalman Filter (EKF), an Unscented Kalman Filter (UKF) and a combined type of Particle Filter, so-called Extended Particle Filter (EPF), for the state estimation for a re-entry vehicle system. The challenge in state estimation for this system is presence of significant nonlinearities in the process and measurement models. The performance aspects for the comparison include computation time, simulation time step, and effect of the choice of the initial conditions for the state estimate and covariance. Also, an investigation of the effect of the number of particles for EPF is performed. Simulation results illustrate that although EPF is computationally more expensive than EKF and UKF, it is less affected by the choice of initial conditions and simulation time step size.
URI: https://hdl.handle.net/10356/89841
http://hdl.handle.net/10220/47133
ISSN: 2405-8963
DOI: 10.1016/j.ifacol.2016.10.206
Rights: © IFAC 2016. This work is posted here by permission of IFAC for your personal use. Not for distribution. The original version was published in ifac-papersonline.net, DOI: 10.1016/j.ifacol.2016.10.206.
Fulltext Permission: open
Fulltext Availability: With Fulltext
Appears in Collections:MAE Journal Articles

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