The Second Order Central Divided-difference Kalman Filter
In the paper the second order Central Divideddifference Interpolation Formula (CDIF) was proposed and applied to improve the estimation performance of the Extended Kalman Filter (EKF), which makes use of the first order Taylor series linearization. Firstly the comparison between the second order CDIF and the second order Taylor series showed that the former has higher approximation accuracy than that of the latter. Then the second order CDIF was used to reconstruct the prediction steps in the ordinary Extended Kalman Filter (EKF) by deriving the estimated mean and estimated covariance of a random variable through nonlinear function transformation. Numerical experiment showed that the Kalman Filter improved by the second order CDIF, or CDKF, can not only lead to more accurate state estimations than those using ordinary EKF, but also has a very limited growth in calculation workload.
second order CDIF approximation EKF CDKF
Zhao Dongming BaoHuan Wang Qingbin Gao Zhan
Department of Surveying Engineering Zhengzhou Institute of Surveying and Mapping Zhengzhou, China Instrument Center Zhengzhou Institute of Surveying and Mapping Zhengzhou, China Henan Institute of Engineering Zhengzhou, China
国际会议
上海
英文
2697-2700
2011-07-26（万方平台首次上网日期，不代表论文的发表时间）