Adaptive wave filtering for marine vessels within UD-based algorithms

This paper addresses numerical aspects of the adaptive Wave Filtering (WF) techniques. The WF methodology recently proposed in [1] is based on the conventional Kalman filter (KF) and its derivatives (with respect to unknown system parameters) that is known to be numerically unstable. To improve the numerical stability, the robust square-root variant has been designed in [2]. The so-called UD-based Kalman filtering is an alternative for improving the numerical properties when solving ill conditioned filtering problems. In addition, the UD approach is computationally efficient, having CPU costs that exceeds negligibly the conventional KF costs, that is also less than in the square-root approach. In this paper, we develop the WF technique within robust UD-based approach and compare the new method with the conventional and square-root schemes. The results of numerical experiments favor the UD-based adaptive WF.