Extended Kalman Filter Modifications Based on an Optimization View Point

Conference object English OPEN
Skoglund, Martin; Hendeby, Gustaf; Axehill, Daniel;
(2015)
  • Publisher: Linköpings universitet, Tekniska fakulteten
  • Subject: extended Kalman filter | optimization | iterated extended Kalman filter | Control Engineering | Reglerteknik | Signal Processing | Signalbehandling

The extended Kalman filter (EKF) has been animportant tool for state estimation of nonlinear systems sinceits introduction. However, the EKF does not possess the same optimality properties as the Kalman filter, and may perform poorly. By viewing the EKF as an optimizati... View more
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