Numerical investigation of Gaussian filters with a combined type Bayesian filter for nonlinear state estimation

• Main Authors: Mehndiratta, Mohit, Prach, Anna, Kayacan, Erdal
• Other Authors: School of Mechanical and Aerospace Engineering
• Format: Article
• Language: English
• Published: 2018
• Subjects: Gaussian Filter; DRNTU::Engineering::Mechanical engineering; Nonlinear Estimation
• Online Access: https://hdl.handle.net/10356/89841; http://hdl.handle.net/10220/47133
• Institution: Nanyang Technological University

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...