IDEAS home Printed from https://ideas.repec.org/a/taf/tsysxx/v50y2019i12p2280-2291.html
   My bibliography  Save this article

A new perspective on Gaussian sigma-point Kalman filters

Author

Listed:
  • Yongfang Nie
  • Tao Zhang
  • Qianxia Ma

Abstract

There are a variety of Gaussian sigma-point Kalman filters (GSPKF) existing in the literature which are based on different quadrature rules. Their performances are always compared with each other on accuracy and robustness from the numerical-integration perspective, where the number of the sigma points and their corresponding weights are the main reasons resulting in the different accuracy. A new perspective on the GSPKF is proposed in this paper, which is the Mahalanobis distance ellipsoid (MDE). From the MDE perspective, GSPKFs differ from each other on accuracy and robustness mainly because they enclose different probability concentrations. This characteristic is evident when using the high-degree GSPKFs to filter the low-dimensional nonlinear systems. Two classical nonlinear system examples are used to demonstrate the proposed point of this paper. Moreover, some suggestions are given on how to select an appropriate GSPKF for a given nonlinear system.

Suggested Citation

  • Yongfang Nie & Tao Zhang & Qianxia Ma, 2019. "A new perspective on Gaussian sigma-point Kalman filters," International Journal of Systems Science, Taylor & Francis Journals, vol. 50(12), pages 2280-2291, September.
    • Handle: RePEc:taf:tsysxx:v:50:y:2019:i:12:p:2280-2291
    DOI: 10.1080/00207721.2019.1654007
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/00207721.2019.1654007
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/00207721.2019.1654007?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Kareem, Olayinka Idowu, 2022. "Fruit safety regulations in the transatlantic region: How are Africa’s exports faring with the regulations?," Journal of Policy Modeling, Elsevier, vol. 44(5), pages 886-902.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:tsysxx:v:50:y:2019:i:12:p:2280-2291. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/TSYS20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.