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Title: | Polynomial Chaos Kalman Filter for Target Tracking Applications |
Authors: | Tiwari, RK Bhaumik, S Date, P |
Keywords: | Kalman filter;polynomial chaos expansion;collocation points;target tracking;multiple models;bearings-only tracking;multiple models;state estimation |
Issue Date: | 17-Oct-2022 |
Publisher: | John Wiley & Sons Ltd on behalf of The Institution of Engineering and Technology. |
Citation: | Kumar, K. (2022) 'Polynomial Chaos Kalman Filter for Target Tracking Applications', IET Radar, Sonar and Navigation, 17 (2), pp. 247 - 260. doi: 10.1049/rsn2.12338. |
Abstract: | Copyright © 2022 The Authors. In this paper, an approximate Gaussian state estimator is developed based on generalised polynomial chaos expansion for target tracking applications. Motivated by the fact that calculating conditional moments in an approximate Gaussian filter involves computing integrals with respect to Gaussian density, the authors approximate the non-linear dynamics using polynomial chaos expansion. Second-order as well as third-order polynomial chaos expansions were used for approximate filtering, to derive the necessary recursive algorithm and also provide certain algebraic simplifications which reduce the computational burden without significantly affecting the filtering performance. Two comprehensive numerical experiments for multivariate systems, including one for a multi-model system, demonstrate the potential of the new algorithms. |
Description: | Data availability statement: This research did not use any experimentally generated data or data from any publicly available dataset. Model definitions (including specified probability distributions) and parameter values (including the initialization parameters) provided in the paper are adequate for reproducing the qualitative behaviour of algorithms illustrated in the paper. |
URI: | https://bura.brunel.ac.uk/handle/2438/25368 |
DOI: | https://doi.org/10.1049/rsn2.12338 |
ISSN: | 1751-8784 |
Other Identifiers: | ORCID iD: Paresh Date https://orcid.org/0000-0001-7097-9961 |
Appears in Collections: | Dept of Mathematics Research Papers |
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