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On improving the performance of the Gauss-Newton filter
Includes abstract.
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| Main Author: | |
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| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
Department of Electrical Engineering
2014
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| _version_ | 1867614514074091520 |
|---|---|
| access_status_str | Open Access |
| author | Nadjiasngar, Roaldje |
| author2 | Inggs, Michael |
| author_browse | Inggs, Michael Nadjiasngar, Roaldje |
| author_facet | Inggs, Michael Nadjiasngar, Roaldje |
| author_sort | Nadjiasngar, Roaldje |
| collection | Thesis |
| description | Includes abstract. |
| format | Thesis |
| id | oai:open.uct.ac.za:11427/5142 |
| institution | University of Cape Town (South Africa) |
| language | eng |
| last_indexed | 2026-06-10T12:53:15.020Z |
| license_str | Not specified — see source repository |
| provenance_str_mv | Harvested via OAI-PMH from UCTD — University of Cape Town Open Access Repository |
| publishDate | 2014 |
| publishDateRange | 2014 |
| publishDateSort | 2014 |
| publisher | Department of Electrical Engineering |
| publisherStr | Department of Electrical Engineering |
| record_format | dspace |
| source_str | UCTD — University of Cape Town Open Access Repository |
| spelling | oai:open.uct.ac.za:11427/5142 On improving the performance of the Gauss-Newton filter Nadjiasngar, Roaldje Inggs, Michael Electrical Engineering Includes abstract. Includes bibliographical references. The Gauss-Newton filter is a tracking filter developed by Norman Morrison around the same time as the celebrated Kalman filter. It received little attention, primarily due to the computation requirements at the time. Today computers have vast processing capacity and computation is no-longer an issue. The filter finite memory length is identified as the key element in the Gauss-Newton filter adaptability and robustness. This thesis focuses on improving the performance of the Gauss-Newton. We incorporate the process noise statistics into the filter algorithm to obtain a filter which explains the error covariance inconsistency of the Kalaman filter. In addition, a biased version of the linear Gauss-Newton filter, with lower mean squared error than the unbiased filter, is proposed. Furthermore the Gauss-Newton filter is adapted using the Levenberg Marquardt method for improved convergence. In order to improve the computation requirements, a recursive version of the filter is obtained. 2014-07-31T10:54:25Z 2014-07-31T10:54:25Z 2013 Doctoral Thesis Doctoral PhD http://hdl.handle.net/11427/5142 eng application/pdf Department of Electrical Engineering Faculty of Engineering and the Built Environment University of Cape Town |
| spellingShingle | Electrical Engineering Nadjiasngar, Roaldje On improving the performance of the Gauss-Newton filter |
| thesis_degree_str | Doctoral |
| title | On improving the performance of the Gauss-Newton filter |
| title_full | On improving the performance of the Gauss-Newton filter |
| title_fullStr | On improving the performance of the Gauss-Newton filter |
| title_full_unstemmed | On improving the performance of the Gauss-Newton filter |
| title_short | On improving the performance of the Gauss-Newton filter |
| title_sort | on improving the performance of the gauss newton filter |
| topic | Electrical Engineering |
| url | http://hdl.handle.net/11427/5142 |
| work_keys_str_mv | AT nadjiasngarroaldje onimprovingtheperformanceofthegaussnewtonfilter |