Abstract
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 algorithms are derived by rewriting the algorithm's steps in forms that can be efficiently implemented using modified EKS iterations. The resulting algorithms are experimentally shown to have superior convergence properties over the classical IEKS.
| Original language | English |
|---|---|
| Title of host publication | Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020 |
| Publisher | IEEE |
| Pages | 5875-5879 |
| Number of pages | 5 |
| ISBN (Electronic) | 9781509066315 |
| DOIs | |
| Publication status | Published - May 2020 |
| MoE publication type | A4 Conference publication |
| Event | IEEE International Conference on Acoustics, Speech, and Signal Processing - Virtual conference, Barcelona, Spain Duration: 4 May 2020 → 8 May 2020 Conference number: 45 |
Publication series
| Name | Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing |
|---|---|
| Publisher | IEEE |
| ISSN (Print) | 1520-6149 |
| ISSN (Electronic) | 2379-190X |
Conference
| Conference | IEEE International Conference on Acoustics, Speech, and Signal Processing |
|---|---|
| Abbreviated title | ICASSP |
| Country/Territory | Spain |
| City | Barcelona |
| Period | 04/05/2020 → 08/05/2020 |
| Other | Virtual conference |
Keywords
- Extended Kalman smoother
- Levenberg-Marquardt algorithm
- Line search
- Nonlinear estimation