Abstract

In this paper authors present a new approaches to the hybrid Kalman filtering and modified hybrid Kalman filtering, with the changed order of methods inside (Unscented Kalman Filter and Extended Kalman Filter). For these algorithms, the modification based on double use of Hybrid Kalman Filters (Excented and Unscented) has been proposed. This new modification has been checked for Hybrid Kalman Particle Filters too, for the variable number of particles. Based on the obtained results, one can see that duplication of hybrid filters can improve the estimation quality.

Highlights

  • Very important branch of science, especially in the noisy environment of measurements, is state estimation

  • This paper develops the problem of state estimation of dynamical systems and refers to research from [1], where authors proposed modification of Hybrid Kalman Filter and Hybrid Kalman Particle Filter [2]

  • In Hybrid Kalman Particle Filter (HKPF), the Probability Density Function (PDF) is used to draw the particles and weights are determined from the results of Hybrid Kalman Filter (HKF), which combine Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF) algorithms

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Summary

Introduction

Very important branch of science, especially in the noisy environment of measurements, is state estimation. This paper develops the problem of state estimation of dynamical systems and refers to research from [1], where authors proposed modification of Hybrid Kalman Filter and Hybrid Kalman Particle Filter [2]. There are a lot of applications of state estimation [3, 4] and many different types of estimation methods [57]. The need and use of state estimation have been described in details in Introduction of [1]. Conclusions are presented in the last section

Examined algorithms of state estimation
Double hybrid Kalman filtering
Simulation results
Conclusions
Full Text
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