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Paper C. Chebyshev Polynomial Kalman Filter. Edited version of the paper: M. F. Huber. Chebyshev Polynomial Kalman Filter. In Digital Signal Processing, vol. 23, no. 5, pages 1620-1629, September 2013

Huber, Marco F.

A novel Gaussian state estimator named Chebyshev Polynomial Kalman Filter is proposed that exploits the exact and closed-form calculation of posterior moments for polynomial nonlinearities. An arbitrary nonlinear system is at first approximated via a Chebyshev polynomial series. By exploiting special properties of the Chebyshev polynomials, exact expressions for mean and variance are then provided in computationally efficient vector-matrix notation for prediction
and measurement update. Approximation and state estimation are performed in a black-box fashion without the need of manual operation ormanual inspection. The superior performance of the Chebyshev Polynomial Kalman Filter compared to state-of-the-art Gaussian estimators is demonstrated by means of numerical simulations and a real-world application.

Zugehörige Institution(en) am KIT Institut für Anthropomatik und Robotik (IAR)
Publikationstyp Buchaufsatz
Jahr 2015
Sprache Englisch
Identifikator URN: urn:nbn:de:swb:90-460641
KITopen-ID: 1000046064
Erschienen in Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications. Ed.: M. Huber
Verlag KIT, Karlsruhe
Seiten 250-281
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