Abstract
A technique for an estimation of a ship's position is introduced. In general, since an observed position signal with GPS has a large noise component, the probability density function of the observation noise does not satisfy the assumption of Gaussian sequence. In order to solve this problem, sequential data assimilation by using Monte Carlo Filter (MCF) which is a kind of a Particle Filter is introduced. Moreover, in this study, we assume Cauchy distribution as the probability density function of the observation noise. The verification of the proposed technique is carried out by numerical experiments and onboard experiments. From the comparison of the proposed procedure and the procedure by using Kalman Filter, it is confirmed that the proposed procedure can remove the influence of the large noise component.
