Square root receding horizon information filters for nonlinear dynamic system models
New nonlinear filtering algorithms are designed based on a receding horizon strategy, i.e., a finite impulse response (FIR) structure, and square root information filtering to achieve high accuracy and good performance in empirical error covariance tests. The new nonlinear receding horizon filters r...
| Main Authors: | , |
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| Format: | Journal Article |
| Published: |
Institute of Electrical and Electronics Engineers
2013
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| Online Access: | http://hdl.handle.net/20.500.11937/55620 |
| _version_ | 1848759666308284416 |
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| author | Kim, Du Yong Jeon, M. |
| author_facet | Kim, Du Yong Jeon, M. |
| author_sort | Kim, Du Yong |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | New nonlinear filtering algorithms are designed based on a receding horizon strategy, i.e., a finite impulse response (FIR) structure, and square root information filtering to achieve high accuracy and good performance in empirical error covariance tests. The new nonlinear receding horizon filters reduce approximation errors in nonlinear filtering by considering a set of recent observations with non-informative initial conditions. By applying information filtering, we are able to manage the non-informative initial conditions, and thus propose the square root version of the algorithm as a means of retaining the positive definiteness of the error covariance. Based on the proposed strategy, we then implement known nonlinear filtering frameworks. Simulation results confirm that the new nonlinear receding horizon filters outperform existing nonlinear filters in well-known nonlinear examples. © 2012 IEEE. |
| first_indexed | 2025-11-14T10:03:30Z |
| format | Journal Article |
| id | curtin-20.500.11937-55620 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T10:03:30Z |
| publishDate | 2013 |
| publisher | Institute of Electrical and Electronics Engineers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-556202017-09-13T16:09:55Z Square root receding horizon information filters for nonlinear dynamic system models Kim, Du Yong Jeon, M. New nonlinear filtering algorithms are designed based on a receding horizon strategy, i.e., a finite impulse response (FIR) structure, and square root information filtering to achieve high accuracy and good performance in empirical error covariance tests. The new nonlinear receding horizon filters reduce approximation errors in nonlinear filtering by considering a set of recent observations with non-informative initial conditions. By applying information filtering, we are able to manage the non-informative initial conditions, and thus propose the square root version of the algorithm as a means of retaining the positive definiteness of the error covariance. Based on the proposed strategy, we then implement known nonlinear filtering frameworks. Simulation results confirm that the new nonlinear receding horizon filters outperform existing nonlinear filters in well-known nonlinear examples. © 2012 IEEE. 2013 Journal Article http://hdl.handle.net/20.500.11937/55620 10.1109/TAC.2012.2223352 Institute of Electrical and Electronics Engineers restricted |
| spellingShingle | Kim, Du Yong Jeon, M. Square root receding horizon information filters for nonlinear dynamic system models |
| title | Square root receding horizon information filters for nonlinear dynamic system models |
| title_full | Square root receding horizon information filters for nonlinear dynamic system models |
| title_fullStr | Square root receding horizon information filters for nonlinear dynamic system models |
| title_full_unstemmed | Square root receding horizon information filters for nonlinear dynamic system models |
| title_short | Square root receding horizon information filters for nonlinear dynamic system models |
| title_sort | square root receding horizon information filters for nonlinear dynamic system models |
| url | http://hdl.handle.net/20.500.11937/55620 |