6. Conclusion
In this paper, a new heuristic filter was proposed for nonlinear systems state estimation. The proposed filter formulates the state estimation problem as a stochastic dynamic optimization problem. A new stochastic method, based on Nelder-Mead simplex, was proposed to solve this problem. The proposed scheme introduces a new filter, called simplex filter. This filter uses reflection, contraction and expansion operators to search the state space dynamically, in a scheme similar to the simplex algorithm. The parameters of the new filter were tuned utilizing a sample based visualization technique. This technique visualizes the proper ranges of the parameters on a series of parallel coordinates. The performance of the new filter was evaluated using a series of benchmarks and the results were compared with other filters. Numerical results show that simplex filter has a great performance in solving nonlinear state estimation problems.