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Efficient algorithms of clustering adaptive nonlinear filters

机译:聚类自适应非线性滤波器的高效算法

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This paper proposes a new class of efficient adaptive nonlinear filters whose estimation error performance (in a minimum mean square sense) is superior to that of competing approximate nonlinear filters, e.g., the well-known extended Kalman filter (EKF). The proposed filters include as special cases both the EKF and previously proposed partitioning filters. The new methodology performs an adaptive selection of appropriate reference points for linearization from an ensemble of generated trajectories that have been processed and clustered accordingly to span the whole state space of the desired signal. Through a series of simulation examples, the approach is shown significantly superior to the classical EKF with comparable computational burden
机译:本文提出了一种新型的高效自适应非线性滤波器,其估计误差性能(在最小均方意义上)优于竞争性近似非线性滤波器,例如众所周知的扩展卡尔曼滤波器(EKF)。提议的过滤器包括EKF和以前提议的分区过滤器作为特殊情况。新的方法从生成的轨迹集合中进行了适当的参考点的自适应选择,以进行线性化,这些轨迹已经过处理和聚类,从而跨越了所需信号的整个状态空间。通过一系列的仿真示例,该方法在计算负担上明显优于传统的EKF。

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