Performance evaluation of iterated extended Kalman filter with variable step-length

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Authors Jindřich Havlík, Ondřej Straka
Journal/Conference Name Journal of Physics: Conference Series
Paper Category
Paper Abstract The paper deals with state estimation of nonlinear stochastic dynamic systems. In particular, the iterated extended Kalman filter is studied. Three recently proposed iterated extended Kalman filter algorithms are analyzed in terms of their performance and specification of a user design parameter, more specifically the step-length size. The performance is compared using the root mean square error evaluating the state estimate and the noncredibility index assessing covariance matrix of the estimate error. The performance and influence of the design parameter, are analyzed in a numerical simulation.
Date of publication 2015
Code Programming Language Python
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