Levenberg-Marquardt and Line-Search Extended Kalman Smoothers
Paper i proceeding, 2020

The aim of this article is to present Levenberg–Marquardt and line-search extensions of the classical iterated extended Kalman smoother (IEKS) which has previously been shown to be equivalent to the Gauss–Newton method. The algo- rithms are derived by rewriting the algorithm’s steps in forms that can be efficiently implemented using modified EKS iter- ations. The resulting algorithms are experimentally shown to have superior convergence properties over the classical IEKS.

Levenberg–Marquardt algorithm

Extended Kalman smoother

nonlinear estimation

line search

Författare

Simo Särkkä

Aalto-Yliopisto

Lennart Svensson

Chalmers, Elektroteknik, Signalbehandling och medicinsk teknik, Signalbehandling

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

15206149 (ISSN)

5875-5879 9054686

IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
Barcelona / Online, Spain,

Målföljning och djup maskininlärning för trajektorieskattning med tillämpning mot noggranna referenssystem

VINNOVA, 2018-07-01 -- 2022-06-30.

Styrkeområden

Informations- och kommunikationsteknik

Transport

Ämneskategorier

Telekommunikation

Sannolikhetsteori och statistik

Signalbehandling

DOI

10.1109/ICASSP40776.2020.9054686

Mer information

Senast uppdaterat

2021-03-08