Nonlinear state estimation, indistinguishable states, and the extended Kalman filter (Q1404838)
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scientific article; zbMATH DE number 1969777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear state estimation, indistinguishable states, and the extended Kalman filter |
scientific article; zbMATH DE number 1969777 |
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Nonlinear state estimation, indistinguishable states, and the extended Kalman filter (English)
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24 August 2003
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For estimating on states of nonlinear systems, the gradient descent filter (GDF) is introduced and compared with the widely used extended Kalman filter (EKF). It is found, that GDF performs better when observational noise is large. However, EKF performs better when there is a low level of the observational noise and a high level of dynamic noise.
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nonlinear dynamical systems
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state estimation
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forecasting
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extended Kalman filter
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gradient descent filter
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nonlinear noise reduction
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