Dimensionality Reduction Gauss-Hermite Quadrature Filter Algorithm

Abstract

In this paper, a dimensionality reduction Gauss-Hermite quadrature filter (DRGHQF) is proposed. Compared with the conventional GHQF algorithm and with the Rao-Blackwellised particle filter (RBPF), the proposed DRGHQF performs better in terms of computational cost and accuracy. The simulation results indicate that the DRGHQF can significantly reduce the computational cost without incurring a loss in accuracy.