Efficient adaptation of design parameters of derivative-free filters. (English. Russian original) Zbl 1346.93366
Autom. Remote Control 77, No. 2, 261-276 (2016); translation from Avtom. Telemekh. 2016, No. 2, 94-114 (2016).
Summary: 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.
MSC:
| 93E10 | Estimation and detection in stochastic control theory |
| 93E11 | Filtering in stochastic control theory |
| 93C40 | Adaptive control/observation systems |
| 93C55 | Discrete-time control/observation systems |
Software:
RANRTHReferences:
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