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What are You Weighting For? Improved Weights for Gaussian Mixture Filtering With Application to Cislunar Orbit Determination (2405.11081v1)
Published 17 May 2024 in stat.ME, cs.CE, cs.NA, math.NA, math.OC, and physics.data-an
Abstract: This work focuses on the critical aspect of accurate weight computation during the measurement incorporation phase of Gaussian mixture filters. The proposed novel approach computes weights by linearizing the measurement model about each component's posterior estimate rather than the the prior, as traditionally done. This work proves equivalence with traditional methods for linear models, provides novel sigma-point extensions to the traditional and proposed methods, and empirically demonstrates improved performance in nonlinear cases. Two illustrative examples, the Avocado and a cislunar single target tracking scenario, serve to highlight the advantages of the new weight computation technique by analyzing filter accuracy and consistency through varying the number of Gaussian mixture components.
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