Transformed Unscented Kalman Filter

Chang L.; Hu B.; Li A.; Qin F.

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Transformed Unscented Kalman Filter

机译：变换后的无味卡尔曼滤波器

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摘要

This technical note concerns the deterministic sampling points construction strategy for unscented Kalman filter (UKF) and cubature Kalman filter (CKF). From the numerical-integration viewpoint, a new deterministic sampling points set is derived by orthogonal transformation on the cubature points. By embedding these points into the UKF framework, a modified nonlinear filter named transformed unscented Kalman filter (TUKF) is derived. The TUKF can address the nonlocal sampling problem inherent in CKF while maintaining the virtue of numerical stability for high dimensional problems. Moreover, the methodology proposed in this technical note can be used to construct nonlinear filters with improved accuracy for certain problems. The performance of the proposed algorithm is demonstrated through a nonlinear high dimensional problem.

机译：本技术说明涉及无味卡尔曼滤波器（UKF）和库曼卡尔曼滤波器（CKF）的确定性采样点构建策略。从数值积分的角度来看，通过对保温点进行正交变换，可以得出新的确定性采样点集。通过将这些点嵌入UKF框架，可以得到一个经过改进的非线性滤波器，称为变换无味卡尔曼滤波器（TUKF）。 TUKF可以解决CKF固有的非局部采样问题，同时保持高维问题的数值稳定性。此外，本技术说明中提出的方法可用于构造非线性滤波器，以提高某些问题的准确性。通过非线性高维问题证明了该算法的性能。

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来源
《IEEE Transactions on Automatic Control》 |2013年第1期|252-257|共6页
作者
Chang L.; Hu B.; Li A.; Qin F.;
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作者单位

Department of navigation engineering, Naval University of Engineering, Wuhan, China;

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原文格式 PDF
正文语种 eng
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关键词
Accuracy; Context; Kalman filters; Numerical stability; Standards; Taylor series; Vectors; Cubature Kalman filter; nonlocal sampling problem; numerical integration formulas; orthogonal transformation; unscented Kalman filter;

机译：准确性;上下文;卡尔曼滤波器数值稳定性;标准;泰勒级数;向量;Cubature卡尔曼滤波器非本地抽样问题;数值积分公式;正交变换无味卡尔曼滤波器;

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Transformed Unscented Kalman Filter

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