Cubature/ Unscented/ Sigma Point Kalman Filtering with Angular Measurement Models

Abstract

Filtering algorithms that use different forms of numerical integration to handle measurement and process non-linearites, such as the cubature Kalman filter, can perform extremely poorly in many applications involving angular measurements. We demonstrate how such filters can be modified to take into account the circular nature of the angular measurements, dramatically improving performance. Unlike common alternate techniques, the cubature methods can be easily used with angular measurements arising from ray-traceable propagation models.

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Document Details

Document Type
Technical Report
Publication Date
Jul 06, 2015
Accession Number
AD1027127

Entities

People

  • David F. Crouse

Organizations

  • United States Naval Research Laboratory

Tags

Communities of Interest

  • Air Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Boundaries
  • Cartesian Coordinates
  • Estimators
  • Filters
  • Filtration
  • Gaussian Distributions
  • Kalman Filtering
  • Kalman Filters
  • Normal Distribution
  • Probability
  • Probability Distributions
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Two Dimensional
  • Weighting Functions

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Approximation Theory.