The optimal homotopy filter is a nonlinear filtering approximation which seeks an optimal parameterisation for the posterior. The search for an optimal parameterisation is performed by constructing a homotopy between the prior and posterior and solving the resulting ordinary differential equation. Here the optimal homotopy filter is applied to the problem of bearings-only tracking. A simulation analysis shows that the performance of the optimal homotopy filter compares favourably to established algorithms..
Authors and Affiliations
- M. R. Morelande, Dept. of Electrical and Electronic Engineering, The University of Melbourne
- L. Svensson, Dept. of Signals and Systems, Chalmers University of Technology
- J. Hagmar, Dept. of System Biology and Bioimaging, Fraunhofer-Chalmers Centre
- M. Jirstrand, Dept. of System Biology and Bioimaging, Fraunhofer-Chalmers Centre