Optimal nonlinear filtering with the method of virtual measurements

Frederick E. Daum

doi:10.1117/12.241192

31 May 1996 Optimal nonlinear filtering with the method of virtual measurements

Frederick E. Daum

Proceedings Volume 2759, Signal and Data Processing of Small Targets 1996; (1996) https://doi.org/10.1117/12.241192
Event: Aerospace/Defense Sensing and Controls, 1996, Orlando, FL, United States

Abstract

The method of virtual measurements (MOVM) will be described for designing nonlinear filters. The new nonlinear filter theory generalizes the Kalman filter, and in some important applications, the performance of the new filter is vastly superior to the extended Kalman filter (EKF). Unlike the EKF, the new theory does not use linearization. The new design approach, MOVM, can be applied to exact nonlinear filters as well as nonlinear approximate filters.

Citation Download Citation

Frederick E. Daum "Optimal nonlinear filtering with the method of virtual measurements", Proc. SPIE 2759, Signal and Data Processing of Small Targets 1996, (31 May 1996); https://doi.org/10.1117/12.241192

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