arXiv Open Access 2011

The Recursive Gauss-Newton Filter

Roaldje Nadjiasngar Michael Inggs

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Abstrak

This paper presents a compact, recursive, non-linear, filter, derived from the Gauss-Newton (GNF), which is an algorithm that is based on weighted least squares and the Newton method of local linearisation. The recursive form (RGNF), which is then adapted to the Levenberg-Maquardt method is applicable to linear / nonlinear of process state models, coupled with the linear / nonlinear observation schemes. Simulation studies have demonstrated the robustness of the RGNF, and a large reduction in the amount of computational memory required, identified in the past as a major limitation on the use of the GNF.

Topik & Kata Kunci

nlin.AO

Penulis (2)

Roaldje Nadjiasngar

Michael Inggs

Format Sitasi

APA MLA BibTeX

Nadjiasngar, R., Inggs, M. (2011). The Recursive Gauss-Newton Filter. https://arxiv.org/abs/1110.5212

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2011
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓