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New results in nonlinear state estimation using extended unbiased fir filtering

Granados-Cruz, M., Shmaliy, Y. S., Khan, S. , Ahn, C. K. & Zhao, S. (2015). New results in nonlinear state estimation using extended unbiased fir filtering. 2015 23rd European Signal Processing Conference (EUSIPCO), 50, pp. 679-683. doi: 10.1109/eusipco.2015.7362469

Abstract

This paper discusses two algorithms of extended unbiased FIR (EFIR) filtering of nonlinear discrete-time state-space models used in tracking and state estimation. The basic algorithm employs the extended nonlinear state and observation equations. The modified algorithm utilizes the nonlinear-to-linear conversion of the observation equation which is provided using a batch EFIR filter having small memory. Unlike the extended Kalman filter (EKF), both EFIR algorithms ignore the noise statistics and demonstrate better robustness against temporary model uncertainties. These algorithms require an optimal horizon in order to minimize the mean square error. Applications are given for robot indoor self-localization utilizing radio frequency identification tags.

Publication Type: Article
Additional Information: © 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Subjects: Q Science > QA Mathematics
T Technology > TK Electrical engineering. Electronics Nuclear engineering
Departments: School of Science & Technology > Engineering
SWORD Depositor:
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