e-journal

Delayed Genz–Keister Sequences-Based Sparse-Grid Quadrature Nonlinear Filter With Application to Target Tracking

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An improved quadrature nonlinear filter named delayed Genz–Keister sequences-based sparse-grid quadrature filter (DGKSGQF)is developed for the target tracking problems. The filter changes the
non-nested Gaussian quadrature points of the quadrature filters to the nested Genz–Keister points for selecting the unvariate points, which are the basis point sets extended to form a multidimensional grid using the sparse-grid theory. As a result, the points used for lower accuracy levels DGKSGQF can be reused for any higher accuracy level. Thus, it can further reduce the number of total points used for the conventional Gauss–Hermite SGQF without sacrificing performance. The proposed filter is applied to the reentry ballistic target tracking problem. The simulation results show that the DGKSGQF achieves higher accuracy than the EKF and the UKF. In addition, it can more flexibly control the performance in terms of the number of points and accuracy level.
Note to Practitioners—This paper was motivated by the problem of nonlinear filtering algorithms encountered by the nonlinear systems such as the target tracking problems and inertial navigation. It is well known that the optimal closed-form solution to Bayesian filtering for nonlinear systems is generally unavailable because exact solutions to the multidimensional integral equations in the Bayesian estimation do not exist. The recently developed quadrature Kalman filter uses the Gauss–Hermite numerical integration
rule to obtain a suboptimal solution for the integral to calculate exactly the recursive Bayesian estimation. In this paper, wemathematically propose an improved quadrature filter to reduce the computational load of the original filter. This can allow the automatic target tracking systems to
response faster and obtainmore accurate results. Fromthe simulation analysis, we can find that the proposed method can achieves higher accuracy than the most widely used extended Kalman filter and unscented Kalman filter for nonlinear filtering problems, especially when the initial errors are
large. In future research, wewill investigate the performance of the filtering algorithm for navigation in our new developed unmanned aerial vehicle and for attitude stabilization and tracking in the Satcom-on-the-move.
Index Terms—DelayedGenz–Keister sequences,Kalman filter, nonlinear filter, sparse-grid quadrature filter, target tracking.

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Informasi Detail

Judul Seri

IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING

No. Panggil

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Penerbit

New York : IEEE., 2014

Deskripsi Fisik

IEEE TRANSACTIONS ON AUTOMATION SCIENCE AND ENGINEERING, VOL. 11, NO. 3, JULY 2014

Bahasa

English

ISBN/ISSN

1545-5955

Klasifikasi

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Tipe Isi

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Tipe Media

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Tipe Pembawa

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Edisi

VOL. 11, NO. 3, JULY 2014

Subjek

TEKNIK

Info Detail Spesifik

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Pernyataan Tanggungjawab

Yuli/Agus

Versi lain/terkait

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