Anti-Perturbation Kalman Filter Based on Perturbation Theorem and Multiple Hypothesis Testing Theory
In this paper, an improved Kalman filter algorithm was proposed by two kinds of anti-perturbation method which were derived according to the perturbation theorem of inverse matrix. Furthermore, direction-correcting has been merged into this algorithm by using multiple hypothesis testing theory which can detect the current direction of a target. Experiments which were based on indoor positioning have shown that the improved algorithm(named IKF) has great performance.
Helen Zhang, Gang Shen and David Jin
Z. L. Deng et al., "Anti-Perturbation Kalman Filter Based on Perturbation Theorem and Multiple Hypothesis Testing Theory", Advanced Materials Research, Vols. 204-210, pp. 118-122, 2011