DocumentCode
3656850
Title
Improvements in the implementation of log-homotopy based particle flow filters
Author
Muhammad Altamash Khan;Martin Ulmke
Author_Institution
Sensor Data and Information Fusion Department, FKIE Fraunhofer, Wachtberg, Germany
fYear
2015
fDate
7/1/2015 12:00:00 AM
Firstpage
74
Lastpage
81
Abstract
State estimation of a non-linear system perturbed by non Gaussian noise is a challenging task. Typical solutions like EKF/UKF could fail while Monte Carlo methods, even though more accurate, are computationally expensive. Recently proposed log homotopy based particle flow filter, also known as Daum-Huang filter (DHF) provides an alternative way of non-linear state estimation. There have been a number of DHFs derived, based on solutions of the homotopy flow equation. The performance of these new filters depends a lot on the implementation methodology. In this paper, we highlight the key factors affecting the DHF performance and investigate them individually. We then make recommendations based on our results. It is shown that a properly designed DHF can outperform a basic particle filter, with less execution time.
Keywords
"Covariance matrices","Mathematical model","Estimation","Atmospheric measurements","Particle measurements","Eigenvalues and eigenfunctions","Approximation methods"
Publisher
ieee
Conference_Titel
Information Fusion (Fusion), 2015 18th International Conference on
Type
conf
Filename
7266546
Link To Document