aalto1 untyped-item.component.html
On Computational Complexity Reduction Methods for Kalman Filter Extensions
Loading...
Access rights
openAccess
acceptedVersion
URL
Journal Title
Journal ISSN
Volume Title
A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä
This publication is imported from Aalto University research portal.
View publication in the Research portal (opens in new window)
View/Open full text file from the Research portal (opens in new window)
View publication in the Research portal (opens in new window)
View/Open full text file from the Research portal (opens in new window)
Unless otherwise stated, all rights belong to the author. You may download, display and print this publication for Your own personal use. Commercial use is prohibited.
Authors
Date
Major/Subject
Mcode
Degree programme
Language
en
Pages
18
Series
IEEE Aerospace and Electronic Systems Magazine, Volume 34, issue 10, pp. 2-19
Abstract
The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different approaches have been proposed to exploit the structure of the state and measurement models to reduce the computational demand of the algorithms. In this tutorial, we survey existing code optimization methods and present them using unified notation that allows them to be used with various Kalman filter extensions. We develop the optimization methods to cover a wider range of models, show how different structural optimizations can be combined, and present new applications for the existing optimizations. Furthermore, we present an example that shows that the exploitation of the structure of the problem can lead to improved estimation accuracy while reducing the computational load. This tutorial is intended for persons who are familiar with Kalman filtering and want to get insights for reducing the computational demand of different Kalman filter extensions.
Description
Other note
Citation
Raitoharju, M & Piché, R 2019, 'On Computational Complexity Reduction Methods for Kalman Filter Extensions', IEEE Aerospace and Electronic Systems Magazine, vol. 34, no. 10, 8861457, pp. 2-19. https://doi.org/10.1109/MAES.2019.2927898