Polynomial Filtering Algorithms under Quadratic Nonlinearities in System and Measurement Equations: Comparison with Extended and Second-Order Kalman Filters1
О. А. Степанов, Yu. A. Litvinenko, Vladimir A. Vasiliev, Anton B. Toropov, Alexey M. Isaev, Mikhail Valentinovich Basin · IFAC-PapersOnLine · 2022
The paper considers the filtering problem under quadratic nonlinearities both in system and measurement equations. A polynomial filter, which is a Kalman-type recursive algorithm, is proposed. The similarities between this algorithm and other Kalman-type algorithms such as extended and second-order Kalman filters are discussed. The procedure for estimating the performance and comparing the algorithms is presented. The advantages of proposed algorithm are illustrated using a navigation data processing example