The IMRE Kalman FILTER - A New Kalman Filter Extension for Nonlinear Applications

A. Draganov, L. Haas, and M. Harlacher

Abstract:	The IMRE Kalman filter is designed to compute the measurement update, when nonlinearities are weak enough to be treated as a perturbation. This paper explores four different nonlinear effects that any nonlinear filter should be able to handle. Based on simple, intuitive cases we show that other comparable known filters (the second-order filter, the UKF, the IEKF, the Gauss-Hermite quadrature filter, or the cubature filter) handle only some, but not all four nonlinear effects. In contrast, the IMRE Kalman filter addresses all four kinds of nonlinear effects, which makes it more general.
Published in:	Proceedings of IEEE/ION PLANS 2012 April 24 - 26, 2012 Myrtle Beach Marriott Resort & Spa Myrtle Beach, South Carolina
Pages:	428 - 440
Cite this article:	Draganov, A., Haas, L., Harlacher, M., "The IMRE Kalman FILTER - A New Kalman Filter Extension for Nonlinear Applications," Proceedings of IEEE/ION PLANS 2012, Myrtle Beach, South Carolina , April 2012, pp. 428-440. https://doi.org/10.1109/PLANS.2012.6236912
Full Paper:	ION Members/Non-Members: 1 Download Credit Sign In