NDLI: Sparse-grid Quadrature Kalman Filter based on the Kronrod-Patterson rule

Content Provider	IEEE Xplore Digital Library
Author	Cheng Xianghong Ran Changyan Wang Haipeng
Copyright Year	2013
Description	Author affiliation: Key Lab. of Micro Inertial Instrum. & Adv. Navig. Tech., Southeast Univ., Nanjing, China (Cheng Xianghong; Ran Changyan; Wang Haipeng)
Abstract	For the state estimation of nonlinear systems, especially high-dimensional systems, using existing nonlinear Gaussian filters it is hard to seek a balance between accuracy and efficiency. This paper proposes a novel Sparse-grid Quadrature Kalman Filter (SGQKF), an algorithm that utilizes the Kronrod-Patterson rule to determine the univariate quadrature point sets with a range of accuracy levels, which then are extended for the multi-dimensional point sets using the Sparse-grid technique. The Sparse-grid point sets generated by the Kronrod-Patterson rule, compared to those generated by the Gauss-Hermite rule and the Moment Matching method, not only has high precision, but also nested properties, which remarkably improve the estimation accuracy and efficiency of the new algorithm. Compared with conventional point-based algorithms like Quadrature Kalman Filter (QKF), the SGQKF can achieve close, even higher, accuracy with significantly less number of quadrature points, which effectively alleviate the “curse of dimensionality” for high-dimensional problems. Finally, the performance of this filter is demonstrated by a satellite orbit estimation problem. The simulation results verify the merits of the new algorithm.
Sponsorship	IEEE Instrum. Meas. Soc.
Starting Page	1396
Ending Page	1401
File Size	290960
Page Count	6
File Format	PDF
ISBN	9781467346214
ISSN	10915281
e-ISBN	9781467346238
DOI	10.1109/I2MTC.2013.6555643
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2013-05-06
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Accuracy Polynomials Computational efficiency Filtering algorithms Kalman filters Estimation orbit estimation Kronrod-Patterson rule Sparse-grid SGQKF QKF
Content Type	Text
Resource Type	Article
Subject	Instrumentation Electrical and Electronic Engineering

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