Recursive Total Least Squares: An Alternative to the Discrete Kalman Filter
نویسنده
چکیده
The discrete Kalman lter, which is becoming a common tool for reducing uncertainty in robot navigation, suuers from some basic limitations when used for such applications. In this paper, we describe a recursive total least squares estimator (RTLS) as an alternative to the Kalman lter, and compare their performances in three sets of experiments involving problems in robot navigation. In all cases, the RTLS lter converged faster and to more accuracy than the Kalman lter.
منابع مشابه
Recursive Total Least Squares: An Alternative to Using the Discrete Kalman Filter in Robot Navigation
In the robot navigation problem, noisy sensor data must be filtered to obtain the best estimate of the robot position. The discrete Kalman filter, commonly used for prediction and detection of signals in communication and control problems, has become a popular method to reduce the effect of uncertainty from the sensor data. However, in the domain of robot navigation, sensor readings are not onl...
متن کاملA Comparison of Recursive Least Squares Estimation and Kalman Filtering for Flow in Open Channels
An integrated approach to the design of an automatic control system for canals using a Linear Quadratic Gaussian regulator based on recursive least squares estimation was developed. The one-dimensional partial differential equations describing open channel flow (Saint-Venant) equations are linearized about an average operating condition of the canal. The concept of optimal control theory is app...
متن کاملA Systolic Array for Recursive Least Squares Computations - Part II : Mapping directionally weighted RLS on an SVD updating array
In an earlier paper, a systolic algorithm/array was derived for recursive least squares (RLS) estimation, which achieves an O(n0) throughput rate with O(n2) parallelism. The resulting array is specifically tuned towards the RLS problem. Here, a different route is taken, by trying to implement the RLS problem on a systolic array, which is also useful for several other applications, such as, e.g....
متن کاملMoving horizon state estimation for linear discrete-time singular systems
In this paper, the moving horizon recursive state estimator for linear singular systems is derived from the least squares estimation problem. It will be shown that this procedure yields the same state estimate as the Kalman filter for descriptor systems when the noises are Gaussian. The obtained results are applied to the state and the unknown inputs estimation for discrete-time systems with un...
متن کاملLeast Squares and Kalman Filtering on Forney Graphs
General versions of Kalman filtering and recursive least-squares algorithms are derived as instances of the sum(mary)-product algorithm on Forney-style factor graphs.
متن کامل