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A Non-Linear Filtering Algorithm Based on Alpha-Divergence Minimization.

Yarong Luo1, Chi Guo2, Jiansheng Zheng3

  • 1Global Navigation Satellite System Research Center, Wuhan University, Wuhan 430079, China. yarongluo@whu.edu.cn.

Sensors (Basel, Switzerland)
|September 26, 2018
PubMed
Summary
This summary is machine-generated.

A novel non-linear filtering algorithm utilizes alpha-divergence to approximate state distributions in dynamic systems. Adjusting alpha offers flexible similarity measurement, improving filtering performance in non-linear scenarios.

Keywords:
Kullback–Leibler divergencealpha-divergenceexponential family distributionnon-linear filtering

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Area of Science:

  • * Mathematical Engineering
  • * Signal Processing

Background:

  • * Non-linear dynamic systems require advanced filtering techniques to estimate state distributions.
  • * Existing methods may lack flexibility in measuring distribution similarity.
  • * Exponential family distributions are often used for state approximation.

Purpose of the Study:

  • * To propose a new non-linear filtering algorithm based on alpha-divergence.
  • * To introduce a flexible similarity measure by adjusting the alpha parameter.
  • * To enhance state estimation in non-linear dynamic systems.

Main Methods:

  • * Defining an alpha-mixed probability density function and analyzing its properties.
  • * Proving the condition for minimizing alpha-divergence.
  • * Applying alpha-divergence minimization to non-linear filtering equations.

Main Results:

  • * A non-linear filtering algorithm using alpha-divergence minimization is developed.
  • * The algorithm provides adjustable similarity measurement via the alpha parameter.
  • * Experimental results validate the algorithm's effectiveness and improved filtering.

Conclusions:

  • * The proposed alpha-divergence based filter offers enhanced flexibility for non-linear systems.
  • * Adjusting the alpha parameter allows for tailored approximation strategies.
  • * The algorithm demonstrates superior performance in non-linear filtering applications.