Optimal posterior density approximation for bearings-only tracking

摘要

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.