NDLI: Generalized Iterated Kalman Filter and its Performance Evaluation

Content Provider	IEEE Xplore Digital Library
Author	Xiaoqing Hu Ming Bao Xiao-Ping Zhang Luyang Guan Yu-Hen Hu
Copyright Year	1991
Abstract	In this paper, we present a generalized iterated Kalman filter (GIKF) algorithm for state estimation of a nonlinear stochastic discrete-time system with state-dependent multiplicative observation noise. The GIKF algorithm adopts the Newton-Raphson iterative optimization steps to yield an approximate maximum a posteriori estimate of the states. The mean-square estimation error (MSE) and the Cramér-Rao lower bound (CRLB) of the state estimates are also derived. In particular, the local convergence of MSE of GIKF is rigorously established. It is also proved that the GIKF yields a smaller MSE than those of the generalized extended Kalman filter and the traditional extended Kalman filter. The performance advantages and convergence of GIKF are demonstrated using Monte Carlo simulations on a target tracking application in a range measuring sensor network.
Sponsorship	IEEE Signal Processing Society
Starting Page	3204
Ending Page	3217
Page Count	14
File Size	4261213
File Format	PDF
ISSN	1053587X
Volume Number	63
Issue Number	12
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-01-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Noise Kalman filters Noise measurement Pollution measurement Signal processing algorithms Additives Stochastic processes nonlinear systems Convergence iterated Kalman filter multiplicative noise
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Stochastic mean-square performance analysis of an adaptive Hammerstein filter

An Optimal Filtering Algorithm for Systems With Multiplicative/Additive Noises

Fast converging and low complexity adaptive filtering using an averaged Kalman filter

Gain-Constrained Kalman Filtering for Linear and Nonlinear Systems

Iterative and sequential algorithms for multisensor signal enhancement

Occam filters for stochastic sources with application to digital images

Tracking model of an adaptive lattice filter for a linear chirp FM signal in noise

Multistage adaptive stochastic filters

Generalised Kalman filter tracking with multiplicative measurement noise in a wireless sensor network

Generalized Iterated Kalman Filter and its Performance Evaluation

Similar Documents

Stochastic mean-square performance analysis of an adaptive Hammerstein filter

An Optimal Filtering Algorithm for Systems With Multiplicative/Additive Noises

Fast converging and low complexity adaptive filtering using an averaged Kalman filter

Gain-Constrained Kalman Filtering for Linear and Nonlinear Systems

Iterative and sequential algorithms for multisensor signal enhancement

Occam filters for stochastic sources with application to digital images

Tracking model of an adaptive lattice filter for a linear chirp FM signal in noise

Multistage adaptive stochastic filters

Generalised Kalman filter tracking with multiplicative measurement noise in a wireless sensor network

Generalized Iterated Kalman Filter and its Performance Evaluation