J. Matoušek, J. Duník and M. Brandner, "Design of Efficient Point-Mass Filter with Terrain Aided Navigation Illustration," 2023 26th International Conference on Information Fusion (FUSION), Charleston, SC, USA, 2023, pp. 1-8, doi: 10.23919/FUSION52260.2023.10224172
This paper deals with state estimation of stochastic models with linear state dynamics, continuous or discrete in time. The emphasis is laid on a numerical solution to the state prediction by the time-update step of the grid-point-based point-mass filter (PMF), which is the most computationally demanding part of the PMF algorithm. A novel efficient PMF (ePMF) estimator, unifying continuous and discrete, approaches is proposed, designed, and discussed. By numerical illustrations, it is shown, that the proposed ePMF can lead to a time complexity reduction that exceeds 99.9% without compromising accuracy. The MATLAB® code of the ePMF is released with this paper.