Comparative analysis of recursive and nonrecursive linearization-based estimation algorithms Comparative analysis of recursive and nonrecursive linearization-based estimation algorithms

Two schemes of suboptimal estimation algorithms designed with the use of the Bayesian approach and based on the linearization of state vector functions and measurement model are compared. One of these schemes, in which the estimate is calculated recursively with respect to measurements, is tradition...

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Bibliographic Details
Published in:International journal of dynamics and control Vol. 13; no. 2; p. 95
Main Authors: Isaev, Alexey, Stepanov, Oleg, Litvinenko, Yulia
Format: Journal Article
Language:English
Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.02.2025
Springer Nature B.V
Subjects:
Accuracy
Algorithms
Approximation
Autonomous underwater vehicles
Bayesian analysis
Complexity
Control
Control and Systems Theory
Density
Dynamical Systems
Engineering
Estimates
Kalman filters
Linearization
State vectors
Vibration
Navigation data
Linearization-based algorithms
Comparison
Nonrecursive scheme
Nonlinear filtering
ISSN:2195-268X, 2195-2698
Online Access:Get full text
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Summary:Two schemes of suboptimal estimation algorithms designed with the use of the Bayesian approach and based on the linearization of state vector functions and measurement model are compared. One of these schemes, in which the estimate is calculated recursively with respect to measurements, is traditional, and the other one, nonrecursive, involves the use of a full set of all available measurements. It is shown that when solving a special class of problems in which the posteriori density has a complex multi-extremal character at the initial moments of time, but over time it becomes close to the Gaussian one, algorithms designed with the use of a nonrecursive scheme can be effective, in contrast to traditional recursive algorithms using a Gaussian approximation of the posteriori density at each step. Advantages of the nonrecursive algorithms are discussed and illustrated, first, on a simple methodological example and then by solving a practical navigation problem for a group of autonomous underwater vehicles (AUVs).
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ISSN:2195-268X
2195-2698
DOI:10.1007/s40435-025-01592-y