Title :
Comparison of angle-only filtering algorithms in 3D using Cartesian and modified spherical coordinates
Author :
Mallick, Mahendra ; Morelande, Mark ; Mihaylova, Lyudmila ; Arulampalam, Sanjeev ; Yan, Yanjun
Author_Institution :
Propagation Res. Assoc., Inc., Marietta, GA, USA
Abstract :
We compare the performance of the extended Kalman filter (EKF), unscented Kalman filter (UKF), and particle filter (PF) for the angle-only filtering problem in 3D using bearing and elevation measurements from a single maneuvering sensor. These nonlinear filtering algorithms use discrete-time dynamic and measurement models. Two types of coordinate systems are considered, Cartesian coordinates and modified spherical coordinates (MSC) for the relative state vector. The paper presents new algorithms using the UKF and PF with the MSC. We also present an improved filter initialization algorithm. Numerical results from Monte Carlo simulations show that the EKF-MSC and UKF-MSC have the best state estimation accuracy among all nonlinear filters considered and have comparable accuracy with modest computational cost.
Keywords :
Kalman filters; Monte Carlo methods; nonlinear filters; numerical analysis; EKF-MSC; MSC; Monte Carlo simulations; PF; UKF-MSC; angle-only filtering algorithms; bearing measurements; cartesian spherical coordinates; discrete-time dynamic models; discrete-time measurement models; elevation measurements; extended Kalman filter; improved filter initialization algorithm; modified spherical coordinates; nonlinear filtering algorithms; particle filter; unscented Kalman filter; Approximation methods; Covariance matrix; Heuristic algorithms; Mathematical model; Noise; Vectors; Velocity measurement; Angle-only filtering in 3D; Extended Kalman filter (EKF); Modified spherical coordinates (MSC); Nonlinear filtering (NLF); Particle filter (PF); Unscented Kalman filter (UKF);
Conference_Titel :
Information Fusion (FUSION), 2012 15th International Conference on
Conference_Location :
Singapore
Print_ISBN :
978-1-4673-0417-7
Electronic_ISBN :
978-0-9824438-4-2