<title>Beyond Kalman filters: practical design of nonlinear filters</title>

Abstract

This paper describes a new exact nonlinear filter which generalizes the Kalman filter. The filter will be explained using block diagrams, for maximal clarity, in addition to detailed equations. A comparison with the Kalman filter will be given, highlighting the similar structure and low computational complexity. Using this block diagram comparison, engineers who are familiar with the Kalman filter will readily grasp the new nonlinear filter technique.