Abstract
In this work, we develop shifted Rayleigh filter (SRF) for continuous-discrete (CD) systems. The proposed filter is applied to a real-life underwater passive bearings-only target tracking problem, where the discretization error is accounted for. The stochastic differential equation describing the process dynamics is approximated using Ito-Taylor expansion of order 1.5. Inorder to make a fair comparative study, the performance of the proposed algorithm, which we refer to as CD-SRF, is examined with other popular filters like the unscented Kalman filter (UKF), cubature Kalman filter (CKF) and Gauss-Hermite filter (GHF) in the CD domain. The filtering performance has been studied in terms of root mean square error (RMSE), track-loss and computational time. Theoretical Cramer-Rao lower bound (CRLB) is also implemented to determine the maximum achievable accuracy.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
