An improved nonlinear Kalman filter with recursive measurement update

Abstract

In this paper, a new recursive measurement update strategy is proposed. For linear measurement case, it is identical to standard linear measurement update approach. On the other hand, for nonlinear measurement case, it is superior to existing recursive measurement update strategy because the statistics of measurement noises are updated recursively. An… (More)

6 Figures and Tables

Topics

  • Presentations referencing similar topics