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Efficient adaptation of design parameters of derivative-free filters

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Abstract

The paper deals with state estimation of nonlinear discrete time stochastic dynamic systems with a focus on derivative-free filters. Design parameters of the filters are treated and an efficient way for their adaptation is proposed. The efficiency is based on observing a degree of nonlinearity of the nonlinear state and measurement functions at the working point by means of a non-Gaussianity measure. The adaptation is executed only if the nonlinearity is severe and the design parameter adaptation may bring a significant improvement of the estimate quality. Otherwise the adaptation is switched off to keep computational complexity of the filter low. The developed algorithm is illustrated using a numerical example of bearings-only target tracking.

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Authors and Affiliations

  1. University of West Bohemia, Pilsen, Czech Republic

    M. Šimandl, O. Straka & J. Duník

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  1. M. Šimandl
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  2. O. Straka
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  3. J. Duník
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Correspondence to O. Straka.

Additional information

Original Russian Text © M. Šimandl, O. Straka, J. Duník, 2016, published in Avtomatika i Telemekhanika, 2016, No. 2, pp. 94–114.

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Šimandl, M., Straka, O. & Duník, J. Efficient adaptation of design parameters of derivative-free filters. Autom Remote Control 77, 261–276 (2016). https://doi.org/10.1134/S0005117916020041

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