We introduce the antiparticle filter, AF, a new type of recursive Bayesian estimator that is unlike either the extended Kalman Filter, EKF, unscented Kalman Filter, UKF or the particle filter PF. We show that for a classic problem of robot localization the AF can substantially outperform these other filters in some situations. The AF estimates the posterior distribution as an auxiliary variable...

Robot localization using odometry and feature measurements is a nonlinear estimation problem. An efficient solution is found using the extended Kalman filter, EKF. The EKF however suffers from divergence and inconsistency when the nonlinearities are significant. We recently developed a new type of filter based on an auxiliary variable Gaussian distribution which we call the antiparticle filter ...

This paper provides a survey of modern nonlinear filtering methods for attitude estimation. Early applications relied mostly on the extended Kalman filter for attitude estimation. Since these applications, several new approaches have been developed that have proven to be superior to the extended Kalman filter. Several of these approaches maintain the basic structure of the extended Kalman filte...

The removal of noise from speech signals has applications ranging from speech enhancement for cellular communications, to front ends for speech recognition systems. Spectral techniques are commonly used in these applications, but frequently result in audible distortion of the signal. A nonlinear time-domain method called dual extended Kalman filtering (DEKF) is presented that demonstrates signi...

This paper develops extended Kalman filtering algorithms for a generic Gough-Stewart platform assuming realistically available sensors such as length sensors, rate gyroscopes, and accelerometers. The basic idea is to extend existing methods for satellite attitude estimation. The nondeterministic methods are meant to be a practical alternative to existing iterative, deterministic methods for rea...

In normal working conditions it is possible to achieve sufficient attitude estimation accuracy for a satellite using regular Kalman filter algorithm. On the other hand, when there is a fault in the measurements, the Kalman filter fails in providing the required accuracy and may even collapse over time. In this paper, a Robust Kalman filtering method is proposed for the attitude estimation probl...

In this paper we present a finite dimensional iterative algorithm for optimal maximum a posteriori (MAP) state estimation of bilinear systems. Bilinear models are appealing in their ability to represent or approximate a broad class of nonlinear systems. We show that several bilinear models previously considered in the literature are special cases of the general bilinear model we propose. Our it...

Based on the iterated extended Kalman filtering trained radial basis function neural networks, this contribution investigates the adaptive synchronization problem between different chaotic systems in presence of unknown system parameters, with random noises to the observed outputs and without needing to estimate the system parameters. The input vector to the radial basis function neural network...

Different approaches for the estimation of the states of linear dynamic systems are commonly used, the most common being the Kalman filter. For nonlinear systems, variants of the Kalman filter are used. Some of these variants include the LKF (linearized Kalman filter), the EKF (extended Kalman filter), and the UKF (unscented Kalman filter). With the LKF and EKF, performance varies depending on ...

Although Kalman filtering algorithm has been widely used in the maneuvering target tracking, conventional Kalman filtering algorithm always fails to track the maneuvering target as the target changes its movement state suddenly. In order to overcome its disadvantages, an improved Kalman filtering algorithm that based on the adaptive neural fuzzy inference system (ANFIS) is proposed in this pape...