Title :
Non-linear state estimation by Monte Carlo filters: a six-dimensional example
Author :
Bolviken, E. ; Christophersen, Nils
Author_Institution :
Inst. of Math., Oslo Univ., Norway
Abstract :
We present a general Monte Carlo-based algorithm for computing Bayesian estimates in non-linear state space models, and apply it to bearings-only target tracking. The parameters of the measurement noise are determined online as part of the state estimation. The state vector then becomes six-dimensional, but the problem is still handled in real time
Keywords :
Bayes methods; Monte Carlo methods; adaptive estimation; filtering theory; state estimation; state-space methods; target tracking; Bayesian estimates; Monte Carlo filters; bearings-only target tracking; measurement noise; nonlinear state estimation; nonlinear state space models; six-dimensional state vector; Bayesian methods; Covariance matrix; Filters; Monte Carlo methods; Noise generators; Sampling methods; State estimation; State-space methods; Target tracking; Uncertainty;
Conference_Titel :
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location :
Tampa, FL
Print_ISBN :
0-7803-4394-8
DOI :
10.1109/CDC.1998.757915
