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The Hybrid Density Filter for Nonlinear Estimation based on Hybrid Conditional Density

Huber, Marco F.; Hanebeck, Uwe D.


In nonlinear Bayesian estimation it is generally inevitable to incorporate approximate descriptions of the exact estimation algorithm. There are two possible ways to involve approximations: Approximating the nonlinear stochastic system model or approximating the prior probability density function. The key idea of the introduced novel estimator called Hybrid Density Filter relies on approximating the nonlinear system, thus approximating conditional densities. These densities nonlinearly relate the current system state to the future system state at predictions or to potential measurements at measurement updates. A hybrid density consisting of both Dirac delta functions and Gaussian densities is used for an optimal approximation. This paper addresses the optimization problem for treating the conditional density approximation. Furthermore, efficient estimation algorithms are derived based upon the special structure of the hybrid density, which yield a Gaussian mixture representation of the system state's density.

Volltext §
DOI: 10.5445/IR/1000034834
Cover der Publikation
Zugehörige Institution(en) am KIT Fakultät für Informatik – Institut für Anthropomatik (IFA)
Publikationstyp Proceedingsbeitrag
Publikationsjahr 2007
Sprache Englisch
Identifikator ISBN: 78-0-662-45804-3
KITopen-ID: 1000034834
Erschienen in Proceedings of the 10th International Conference on Information Fusion (Fusion 2007), Quebec, Canada, July, 2007
Verlag Institute of Electrical and Electronics Engineers (IEEE)
Seiten 8 S.
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