LI Ke, CHANG Guobin, LI Shengquan, JIN Jihang. Derivative Free IEKF Based on Secant Method[J]. Electronics Optics & Control, 2013, 20(7): 99
Copy Citation Text
It is always hard to derive Jacobian matrix of some kind of nonlinear measurement functions in nonlinear filtering problems.Thusthe application of the iterated extended Kalman filter (IEKF) is much limited.The IEKF is derived through the GaussNewton method in this paperand a new filtering method called derivative free extended Kalman filter (DFIEKF) is presented through introducing secant method into IEKF.In the new method Jacobian matrix is substituted by the secant slope matrixwhich makes it more applicable.The results of digital simulations validate that the precision of DFIEKF is better than EKF and UKFand is slightly better than IEKF.