INVESTIGATION OF TRELLIS BASED FILTERS FOR TRACKING

The authors seek to extend the work carried out by Demirbas (1981-1987 ) on the use of trellis diagrams for state estimation. Linear scalar e xamples are initially used to improve the accuracy of the algorithm an d to highlight a lack of estimator robustness to modelling errors. Thi s is subsequently overcome by using the measurement equation to propag ate the trellis diagram. Nonlinear examples are then used to demonstra te estimator performance which is superior to that of the EKF. The ext ension to higher order systems uncovers further difficulties with the algorithm. These are examined using a linear tracking example, and ove rcome by quantising both the system and measurement noise sources. Fin ally, a nonlinear tracking example is considered and while, for this c ase, the trellis based algorithm does not perform as well as the EKF, the example helps to establish what conditions favour the use of the t rellis based approach.