The second order extended Kalman filter and Markov nonlinear filter for data processing in interferometric systems

1st International Scientific School on Methods of Digital Image Processing in Optics and Photonics

物理学;计算机科学

Ermolaev, P.^1 ; Volynsky, M.^1

Saint Petersburg National Research University of Information Technologies, Mechanics and Optics, 49 Kronverkskiy pr., Saint-Petersburg

197101, Russia^1

关键词: Conventional algorithms;    Estimation errors;    Interferometric signals;    Interferometric system;    Second orders;    Signals processing;    Stochastic data;    Stochastic filtering;   

Others  :  https://iopscience.iop.org/article/10.1088/1742-6596/536/1/012015/pdf
DOI  :  10.1088/1742-6596/536/1/012015

学科分类：计算机科学（综合）

来源: IOP

【 摘 要 】

Recurrent stochastic data processing algorithms using representation of interferometric signal as output of a dynamic system, which state is described by vector of parameters, in some cases are more effective, compared with conventional algorithms. Interferometric signals depend on phase nonlinearly. Consequently it is expedient to apply algorithms of nonlinear stochastic filtering, such as Kalman type filters. An application of the second order extended Kalman filter and Markov nonlinear filter that allows to minimize estimation error is described. Experimental results of signals processing are illustrated. Comparison of the algorithms is presented and discussed.