• DocumentCode
    3657018
  • Title

    Comparison of angle-only filtering algorithms in 3D using EKF, UKF, PF, PFF, and ensemble KF

  • Author

    Syamantak Datta Gupta;Jun Ye Yu;Mahendra Mallick;Mark Coates;Mark Morelande

  • Author_Institution
    McGill University, Montreal, Quebec, Canada
  • fYear
    2015
  • fDate
    7/1/2015 12:00:00 AM
  • Firstpage
    1649
  • Lastpage
    1656
  • Abstract
    In our previous work, we compared the performance of the extended Kalman filter (EKF), unscented Kalman filter (UKF), and particle filter (PF) for the angle-only filtering (AOF) problem in 3D using Cartesian coordinates and modified spherical coordinates (MSC) for the relative state vector. We found that the UKF-MSC and EKF-MSC had the best performance in accuracy, the UKF-MSC being slightly better than the EKF-MSC. The PF didn´t perform well compared with the EKF and UKF and had a higher computational cost. In this work, we compare the performance of the particle flow filter (PFF) with the other filters for the AOF problem. In addition, we also analyze the performance of two versions of the ensemble Kalman filter (EnKF) in this comparative study. We present numerical results from Monte Carlo simulations to analyze the state estimation accuracy and computational cost of these filters.
  • Keywords
    "Three-dimensional displays","Kalman filters","Noise","Solid modeling","Atmospheric measurements","Particle measurements","Covariance matrices"
  • Publisher
    ieee
  • Conference_Titel
    Information Fusion (Fusion), 2015 18th International Conference on
  • Type

    conf

  • Filename
    7266754