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Proceedings Paper

Beyond Kalman filters: practical design of nonlinear filters
Author(s): Frederick E. Daum
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Paper Abstract

This paper describes a new exact nonlinear filter which generalizes the Kalman filter. The filter will be explained using block diagrams, for maximal clarity, in addition to detailed equations. A comparison with the Kalman filter will be given, highlighting the similar structure and low computational complexity. Using this block diagram comparison, engineers who are familiar with the Kalman filter will readily grasp the new nonlinear filter technique.

Paper Details

Date Published: 1 September 1995
PDF: 11 pages
Proc. SPIE 2561, Signal and Data Processing of Small Targets 1995, (1 September 1995); doi: 10.1117/12.217702
Show Author Affiliations
Frederick E. Daum, Raytheon Co. (United States)

Published in SPIE Proceedings Vol. 2561:
Signal and Data Processing of Small Targets 1995
Oliver E. Drummond, Editor(s)

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