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Semi-Analytic Gaussian Assumed Density Filter

Huber, Marco F.; Beutler, Frederik; Hanebeck, Uwe D.

For Gaussian Assumed Density Filtering based on moment matching, a framework for the efficient calculation of posterior moments is proposed that exploits the structure of the given nonlinear system. The key idea is a careful discretization of some dimensions of the state space only in order to decompose the system into a set of nonlinear subsystems that are conditionally integrable in closed form. This approach is more efficient than full discretization approaches. In addition, the new decomposition is far more general than known Rao-Blackwellization approaches relying on conditionally linear subsystems. As a result, the new framework is applicable to a much larger class of nonlinear systems.

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Volltext §
DOI: 10.5445/IR/1000035113
Zugehörige Institution(en) am KIT Institut für Anthropomatik (IFA)
Publikationstyp Proceedingsbeitrag
Jahr 2011
Sprache Englisch
Identifikator ISBN: 978-1-4577-0080-4
KITopen-ID: 1000035113
Erschienen in Proceedings of the 2011 American Control Conference (ACC 2011), San Francisco, California, USA, 29 June - 1 July 2011
Verlag IEEE, Piscataway
Seiten 3006-3011
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