Spline filter for nonlinear/non-Gaussian Bayesian tracking

K. Punithakumar; T. Kirubarajan

doi:10.1117/12.734552

Abstract

This paper presents a method for the realization of nonlinear/non-Gaussian Bayesian filtering based on spline interpolation. Sequential Monte Carlo (SMC) approaches are widely used in nonlinear/non-Gaussian Bayesian filtering in which the densities are approximated by taking discrete set of points in the state space. In contrast to the SMC methods, the proposed approach uses spline polynomial interpolation to approximate the probability densities as well as the likelihood functions. A good representation of the probability densities is an essential issue in the success of the filtering algorithm, especially in nonlinear filtering, since the probability densities in nonlinear filtering could be multi-modal. An advantage of the proposed approach is that it retains the accurate density information and thus a target probability at any region in the state space can easily be obtained by evaluating the integral of the polynomial. Further, the probability densities are represented with polynomials of fixed order and any further processing on probability densities could be performed with less computation. This paper uses the B-spline interpolation in order to maintain the positivity of probability density functions and likelihood functions. Simulation results are presented to compare the performance and computational cost of the proposed algorithm with an SMC method.

Citation Download Citation

K. Punithakumar, K. Punithakumar, T. Kirubarajan, T. Kirubarajan, } "Spline filter for nonlinear/non-Gaussian Bayesian tracking", Proc. SPIE 6699, Signal and Data Processing of Small Targets 2007, 66990N (25 September 2007); doi: 10.1117/12.734552; https://doi.org/10.1117/12.734552

ACCESS THE FULL ARTICLE

PERSONAL SIGN IN
Full access may be available with your subscription

Email or Username Forgot your username?

Password Forgot your password?

Show

Remember Email/Username on this computer

Remember Password

No SPIE account? Create an account
or Institutional Sign In via Shibboleth

PURCHASE THIS CONTENT

SUBSCRIBE TO DIGITAL LIBRARY

50 downloads per 1-year subscription

Members: $195

Non-members: $335 ADD TO CART

25 downloads per 1 - year subscription

Members: $145

Non-members: $250 ADD TO CART

PURCHASE SINGLE ARTICLE

Includes PDF, HTML & Video, when available

Members: $14.40

Non-members: $18.00 ADD TO CART

Show All Keywords

Keywords/Phrases

Search In:

Publication Years