Comparison of Kalman filter and converted measurements Kalman filter for interacting multiple model
Kübra Turgut, Alı Köksal Hocaoǧlu
Abstract
Kübra Turgut, Alı Köksal Hocaoǧlu
Abstract
It is well known that Converted Measurements Kalman Filter performs better Kalman Filter when the measurements are obtained in polar coordinates. In this study, we show that when used with Interacting Multiple Model, Kalman Filter has a better performance than Converted Measurements Kalman Filter, as opposed to the single mode case, for the case of high target distance, heavy target maneuvers and high measurement noise. We also show that this becomes even more pronounced as the number of modes increases.
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It is well known that Converted Measurements Kalman Filter performs better Kalman Filter when the measurements are obtained in polar coordinates. In this study, we show that when used with Interacting Multiple Model, Kalman Filter has a better performance than Converted Measurements Kalman Filter, as opposed to the single mode case, for the case of high target distance, heavy target maneuvers and high measurement noise. We also show that this becomes even more pronounced as the number of modes increases.
Key concepts: Kalman filter, Fast Kalman filter, Alpha beta filter, Invariant extended Kalman filter, Extended Kalman filter, Ensemble Kalman filter, Control theory (sociology), Computer science