Beyond Kalman filters: practical design of nonlinear filters

Frederick E. Daum

doi:10.1117/12.217702

1 September 1995 Beyond Kalman filters: practical design of nonlinear filters

Frederick E. Daum

Proceedings Volume 2561, Signal and Data Processing of Small Targets 1995; (1995) https://doi.org/10.1117/12.217702
Event: SPIE's 1995 International Symposium on Optical Science, Engineering, and Instrumentation, 1995, San Diego, CA, United States

Abstract

This paper describes a new exact nonlinear filter which generalizes the Kalman filter. The filter will be explained using block diagrams, for maximal clarity, in addition to detailed equations. A comparison with the Kalman filter will be given, highlighting the similar structure and low computational complexity. Using this block diagram comparison, engineers who are familiar with the Kalman filter will readily grasp the new nonlinear filter technique.

Citation Download Citation

Frederick E. Daum "Beyond Kalman filters: practical design of nonlinear filters", Proc. SPIE 2561, Signal and Data Processing of Small Targets 1995, (1 September 1995); https://doi.org/10.1117/12.217702

ACCESS THE FULL ARTICLE

INSTITUTIONAL
Select your institution to access the SPIE Digital Library.

SELECT YOUR INSTITUTION

PERSONAL
Sign in with your SPIE account to access your personal subscriptions or to use specific features such as save to my library, sign up for alerts, save searches, etc.

PERSONAL SIGN IN

No SPIE Account? Create one

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available