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On Parametric model mismatch in nonlinear EKF Approximations
dc.contributor.author | Khaledian, Homeyra |
dc.contributor.author | Vilà-Valls, Jordi |
dc.contributor.author | Chaumette, Eric |
dc.contributor.author | Prats Menéndez, Xavier |
dc.contributor.other | Universitat Politècnica de Catalunya. Doctorat en Ciència i Tecnologia Aeroespacials |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Física |
dc.date.accessioned | 2021-03-09T08:53:33Z |
dc.date.available | 2021-03-09T08:53:33Z |
dc.date.issued | 2020 |
dc.identifier.citation | Khaledian, H. [et al.]. On Parametric model mismatch in nonlinear EKF Approximations. A: Asilomar Conference on Signals, Systems, and Computers. "Proceeding of 54th Asilomar Conference on Signals, Systems, and Computers". 2020, |
dc.identifier.uri | http://hdl.handle.net/2117/341216 |
dc.description.abstract | Standard state estimation techniques, either for linear or nonlinear systems, typically assume a perfect knowledge of the system, i.e., known process and measurement functions, and the corresponding noise statistics. The filter performance strongly depends on such knowledge and a possible model mismatch may lead to a significant performance degradation, but closed-form expressions for the resulting bias and covariance are not available. In this contribution, we explore the impact in extended Kalman filter approximations of a parametric model mismatch on both system functions and provide expressions for the estimator bias and covariance error induced by the mismatch. An illustrative example is shown to support the discussion. |
dc.language.iso | eng |
dc.rights | Attribution-NonCommercial-NoDerivs 3.0 Spain |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
dc.subject | Àrees temàtiques de la UPC::Aeronàutica i espai |
dc.subject.lcsh | Kalman filtering |
dc.subject.lcsh | Nonlinear systems |
dc.subject.lcsh | Prediction theory |
dc.subject.other | Nonlinear SSM |
dc.subject.other | MMSE estimation |
dc.subject.other | EKF |
dc.subject.other | Model mismatch |
dc.subject.other | System uncertainty |
dc.subject.other | Uncertain inputs |
dc.title | On Parametric model mismatch in nonlinear EKF Approximations |
dc.type | Conference report |
dc.subject.lemac | Kalman, Filtratge de |
dc.subject.lemac | Sistemes no lineals |
dc.subject.lemac | Predicció, Teoria de la |
dc.contributor.group | Universitat Politècnica de Catalunya. ICARUS - Intelligent Communications and Avionics for Robust Unmanned Aerial Systems |
dc.description.peerreviewed | Peer Reviewed |
dc.rights.access | Open Access |
local.identifier.drac | 29566590 |
dc.description.version | Postprint (published version) |
dc.relation.projectid | info:eu-repo/grantAgreement/EC/H2020/783287/EU/The SESAR Knowledge Transfer Network/Engage |
local.citation.author | Khaledian, H.; Vilà-Valls, J.; Chaumette, E.; Prats, X. |
local.citation.contributor | Asilomar Conference on Signals, Systems, and Computers |
local.citation.publicationName | Proceeding of 54th Asilomar Conference on Signals, Systems, and Computers |