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Analysis of Kalman filter approximations for nonlinear measurements
Cita
Morelande, Mark R. and García Fernández, Ángel Froilán 
ORCID: https://orcid.org/0000-0002-6471-8455
(2013).
Analysis of Kalman filter approximations for nonlinear measurements.
"IEEE Transactions on Signal Processing", v. 61
(n. 22);
pp. 5477-5484.
https://doi.org/10.1109/TSP.2013.2279367.
ORCID: https://orcid.org/0000-0002-6471-8455
(2013).
Analysis of Kalman filter approximations for nonlinear measurements.
"IEEE Transactions on Signal Processing", v. 61
(n. 22);
pp. 5477-5484.
https://doi.org/10.1109/TSP.2013.2279367.
Descripción
| Título: | Analysis of Kalman filter approximations for nonlinear measurements |
|---|---|
| Autor/es: |
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| Tipo de Documento: | Artículo |
| Título de Revista/Publicación: | IEEE Transactions on Signal Processing |
| Fecha: | Noviembre 2013 |
| Volumen: | 61 |
| Número: | 22 |
| Materias: | |
| ODS: | |
| Escuela: | E.T.S.I. Telecomunicación (UPM) |
| Departamento: | Señales, Sistemas y Radiocomunicaciones |
| Licencias Creative Commons: | Ninguna |
Resumen
A theoretical analysis is presented of the correction step of the Kalman filter (KF) and its various approximations for the case of a nonlinear measurement equation with additive Gaussian noise. The KF is based on a Gaussian approximation to the joint density of the state and the measurement. The analysis metric is the Kullback-Leibler divergence of this approximation from the true joint density. The purpose of the analysis is to provide a quantitative tool for understanding and assessing the performance of the KF and its variants in nonlinear scenarios. This is illustrated using a numerical example.
Más información
| ID de Registro: | 92308 |
|---|---|
| Identificador DC: | https://oa.upm.es/92308/ |
| Identificador OAI: | oai:oa.upm.es:92308 |
| URL Portal Científico: | https://portalcientifico.upm.es/es/ipublic/item/5489111 |
| Identificador DOI: | 10.1109/TSP.2013.2279367 |
| URL Oficial: | https://ieeexplore.ieee.org/document/6584787 |
| Depositado por: | Dr. Ángel García Fernández |
| Depositado el: | 12 Dic 2025 07:03 |
| Ultima Modificación: | 12 Dic 2025 07:03 |
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