Orbit determination in application to the estimation of impact probability has the goal of determining the evolution of the state probability density function (pdf) and determining a measure of the probability of collision. Nonlinear gravitational interaction and non-conservative forces can make the pdf far from Gaussian. This work implements three nonlinear sequential estimators: the Extended ...

Tracking objects involves the modeling of non-linear nonGaussian systems. On one hand, variants of Kalman filters are limited by their Gaussian assumptions. On the other hand, conventional particle filter, e.g., CONDENSATION, uses transition prior as the proposal distribution. The transition prior does not take into account current observation data, and many particles can therefore be wasted in...

This paper presents a distributed particle filter over sensor networks. We propose two major steps to make a particle filter to work in a distributed way. The first step is the estimation of global mean and covariance of weighted particles by using an average consensus filter. Through this consensus filter, each sensor node can gradually diffuse its local mean and covariance of weighted particl...

The unscented Kalman filter is a superior alternative to the extended Kalman filter for a variety of estimation and control problems. However, its effectiveness for improving human motion tracking for virtual reality applications in the presence of noisy data has been unexplored. In this paper, we present an empirical study comparing the performance of unscented and extended Kalman filtering fo...

This paper addresses the state-estimation problem for nonlinear systems in a context where prior knowledge, in addition to the model and the measurement data, is available in the form of a nonlinear equality constraint. Then three suboptimal algorithms based on the unscented Kalman filter (UKF) are developed, namely, the equality-constrained unscented Kalman filter (ECUKF), the projected unscen...

A new Gaussian mixture filter has been developed, one that uses a re-sampling step in order to limit the covariances of its individual Gaussian components. The new filter has been designed to produce accurate solutions of difficult nonlinear/nonBayesian estimation problems. It uses static multiple-model filter calculations and Extended Kalman Filter (EKF) approximations for each Gaussian mixand...

In order to solve the problem that measured values of key state parameters such as lateral velocity and yaw rate vehicle are easily interfered by random errors, a filter estimation method is proposed based on principle robust filtering unscented particle algorithm. Based establishment 3-DOF non-linear dynamic model Dugoff tire vehicle, adaptive filter(ARUPF) used estimate state, realize longitu...