Bayesian Approach for Terrain Reference Navigation

Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. The conceptual solution to the estimation problem is found as a recursive expression for the posterior probability density function of the parameters conditioned on the observed measurements. This optimal solution to nonlinear recursive estimation is usually impossible to compute in practice, since it involves several integrals that lack analytical solutions. The phrase the application of terrain navigation in the Bayesian framework, and develop a numerical approximation to the optimal but intractable recursive solution. The designed point-mass filter computes a discredited version of the posterior filter density in a uniform mesh over the interesting region of the parameter space. Both the uniform mesh resolution and the grid point locations are automatically adjusted at each iteration of the algorithm. This Bayesian point-mass solution is shown to yield high navigation performance in a simulated realistic environment. Even though the optimal Bayesian solution is intractable to implement, the performance of the optimal solution is assessable.