Adaptive Kernel Kalman Filter
نویسندگان
چکیده
Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of predictive and posterior probability density function (pdf). This paper introduces a filter called adaptive kernel Kalman (AKKF). The AKKF approximates arbitrary pdf hidden states using mean embedding (KME) reproducing Hilbert space (RKHS). In parallel with KME, some particles data are used to capture properties system model. Specifically, generated updated space. Moreover, corresponding weight means vector covariance matrix associated particles' feature mappings predicted RKHS based on rule (KKR). Simulation results presented confirm improved performance our approach significantly reduced numbers by comparing unscented (UKF), particle (PF), Gaussian (GPF). For example, compared GPF, provides around 50% logarithmic square error (LMSE) tracking improvement bearing-only (BOT) when 50 particles.
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2023
ISSN: ['1053-587X', '1941-0476']
DOI: https://doi.org/10.1109/tsp.2023.3250829