Monte Carlo WLS Fuser for Nonlinear/Non-Gaussian State Estimation

Zheng Hu, Yue Xin, Dongchen Li, Tiancheng Li

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

Abstract

Over the last few decades there has been an explosion of work in the area of nonlinear/non-Gaussian state estimation. Probably the best known methods to solve this problem is extended Kalman filter, unscented Kalman filter, quadrature Kalman filter and particle filter, etc. The majority of algorithms are based on the framework of the Bayesian filter and limited to the additive Gaussian noise. Motivated by these reasons, this paper proposes a novel approach which fuses two kinds of independent state information from the prediction and the observation, respectively. The approach, named the Monte Carlo weighted least squares (WLS) fuser, is not depended on the prediction-correction processes and can be applied to the nonadditive non-Gaussian scenario. The simulation demonstrates the feasibility of the Monte Carlo WLS Fuser and compares the performance of the proposed approach with some cutting-edge methods.

Original languageEnglish
Title of host publication10th International Conference on Control, Automation and Information Sciences, ICCAIS 2021 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages898-903
Number of pages6
ISBN (Electronic)9781665440295
DOIs
StatePublished - 2021
Event10th International Conference on Control, Automation and Information Sciences, ICCAIS 2021 - Xi'an, China
Duration: 14 Oct 202117 Oct 2021

Publication series

Name10th International Conference on Control, Automation and Information Sciences, ICCAIS 2021 - Proceedings

Conference

Conference10th International Conference on Control, Automation and Information Sciences, ICCAIS 2021
Country/TerritoryChina
CityXi'an
Period14/10/2117/10/21

Keywords

  • Bayes estimation
  • information fusion
  • non-additive noise
  • non-Gaussian noise
  • WLS

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