<abstract xmlns="http://www.w3.org/1999/xhtml"><p>In navigation practice, there are various navigational architecture and integration strategies of measuring instruments that affect the choice of the Kalman filtering algorithm. The analysis of different methods of Kalman filtration and associated smoothers applied in object tracing was made on the grounds of simulation tests of algorithms designed and presented in this paper. EKF (Extended Kalman Filter) filter based on approximation with (jacobians) partial derivations and derivative-free filters like UKF (Unscented Kalman Filter) and CDKF (Central Difference Kalman Filter) were implemented in comparison. For each method of filtration, appropriate smoothers EKS (Extended Kalman Smoother), UKS (Unscented Kalman Smoother) and CDKS (Central Difference Kalman Smoother) were presented as well. Algorithms performance is discussed on the theoretical base and simulation results of two cases are presented.</p></abstract>

In navigation practice, there are various navigational architecture and integration strategies of measuring instruments that affect the choice of the Kalman filtering algorithm. The analysis of different methods of Kalman filtration and associated smoothers applied in object tracing was made on the grounds of simulation tests of algorithms designed and presented in this paper. EKF (Extended Kalman Filter) filter based on approximation with (jacobians) partial derivations and derivative-free filters like UKF (Unscented Kalman Filter) and CDKF (Central Difference Kalman Filter) were implemented in comparison. For each method of filtration, appropriate smoothers EKS (Extended Kalman Smoother), UKS (Unscented Kalman Smoother) and CDKS (Central Difference Kalman Smoother) were presented as well. Algorithms performance is discussed on the theoretical base and simulation results of two cases are presented.

Study of the Effectiveness of Different Kalman Filtering Methods and Smoothers in Object Tracking Based on Simulation Tests

University of Technology and Life Sciences Geomatics, Geodesy and Spatial Economy Department Bydgoszcz, Poland.

Reports on Geodesy and Geoinformatics

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

In navigation practice, there are various navigational architecture and integration strategies of measuring instruments that affect the choice of the Kalman...

Study of the Effectiveness of Different Kalman Filtering Methods and Smoothers in Object Tracking Based on Simulation Tests

Publié en ligne: 03 févr. 2015

Pages: 1 - 22

DOI: https://doi.org/10.2478/rgg-2014-0008

Mots clés
Kalman filtering, smoother, Extended Kalman Filter, derivativefree filtering, Central Difference Kalman Filter, Unscented Kalman Filter, object tracing

© 2014 Marcin Malinowski and Janusz Kwiecień

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Study of the Effectiveness of Different Kalman Filtering Methods and Smoothers in Object Tracking Based on Simulation Tests

Publié en ligne: 03 févr. 2015

Pages: 1 - 22

DOI: https://doi.org/10.2478/rgg-2014-0008

Mots clésKalman filtering, smoother, Extended Kalman Filter, derivativefree filtering, Central Difference Kalman Filter, Unscented Kalman Filter, object tracing

© 2014 Marcin Malinowski and Janusz Kwiecień

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Mots clés
Kalman filtering, smoother, Extended Kalman Filter, derivativefree filtering, Central Difference Kalman Filter, Unscented Kalman Filter, object tracing