Study of the effectiveness of different Kalman filtering methods and smoothers in object tracking based on simulation tests

Marcin Malinowski, Janusz Kwiecień

Abstract


In navigation practice, there are various navigational architecture and integration strategies of measuring instruments that affect the choice of the Kalman filtering algorithm. The analysis of different methods of Kalman filtration and associated smoothers applied in object tracing was made on the grounds of simulation tests of algorithms designed and presented in this paper. EKF (Extended Kalman Filter) filter based on approximation with (jacobians) partial derivations and derivative-free filters like UKF (Unscented Kalman Filter) and CDKF (Central Difference Kalman Filter) were implemented in comparison. For each method of filtration, appropriate smoothers EKS (Extended Kalman Smoother), UKS (Unscented Kalman Smoother) and CDKS (Central Difference Kalman Smoother) were presented as well. Algorithms performance is discussed on the theoretical base and simulation results of two cases are presented.

Keywords


Kalman filtering; Smoother; Extended Kalman Filter; Derivative-free filtering; Central Difference Kalman Filter; Unscented Kalman Filter; Object tracing

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References


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DOI: http://dx.doi.org/10.2478/rgg-2014-0008

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