Bayesian unscented Kalman filter for state estimation of nonlinear and non-Gaussian systems

Zhong Liu, Shing Chow Chan, Ho Chun Wu, Jiafei Wu

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

7 Citations (Scopus)

Abstract

This paper proposes a Bayesian unscented Kalman filter with simplified Gaussian mixtures (BUKF-SGM) for dynamic state space estimation of nonlinear and non-Gaussian systems. In the BUKF-SGM, the state and noise densities are approximated as finite Gaussian mixtures, in which the mean and covariance for each component are recursively estimated using the UKF. To avoid the exponential growth of mixture components, a Gaussian mixture simplification algorithm is employed to reduce the number of mixture components, which leads to lower complexity in comparing with conventional resampling and clustering techniques. Experimental results show that the proposed BUKF-SGM can achieve better performance compared with the particle filter (PF)-based algorithms. This provides an attractive alternative for nonlinear state estimation problem.

Original languageEnglish
Title of host publication2016 24th European Signal Processing Conference, EUSIPCO 2016
Pages443-447
Number of pages5
ISBN (Electronic)9780992862657
DOIs
Publication statusPublished - 28 Nov 2016
Externally publishedYes
Event24th European Signal Processing Conference, EUSIPCO 2016 - Budapest, Hungary
Duration: 28 Aug 20162 Sept 2016

Publication series

NameEuropean Signal Processing Conference
Volume2016-November
ISSN (Print)2219-5491

Conference

Conference24th European Signal Processing Conference, EUSIPCO 2016
Country/TerritoryHungary
CityBudapest
Period28/08/162/09/16

Keywords

  • Bayesian unscented Kalman filter
  • Dynamic state estimation
  • Gaussian mixture
  • Nonlinear and non-Gaussian system
  • Particle filter

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