Article ID Journal Published Year Pages File Type
564782 Digital Signal Processing 2013 10 Pages PDF
Abstract

A novel Gaussian state estimator named Chebyshev polynomial Kalman filter is proposed that exploits the exact and closed-form calculation of posterior moments for polynomial nonlinearities. An arbitrary nonlinear system is at first approximated via a Chebyshev polynomial series. By exploiting special properties of the Chebyshev polynomials, exact expressions for mean and variance are then provided in computationally efficient vector-matrix notation for prediction and measurement update. Approximation and state estimation are performed in a black-box fashion without the need of manual operation or manual inspection. The superior performance of the Chebyshev polynomial Kalman filter compared to state-of-the-art Gaussian estimators is demonstrated by means of numerical simulations and a real-world application.

Related Topics
Physical Sciences and Engineering Computer Science Signal Processing
Authors
,