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Nonlinear filtering update phase via the Single Point Truncated Unscented Kalman filter

机译：通过单点截断无味卡尔曼滤波器进行非线性滤波更新阶段

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A fast algorithm to approximate the first two moments of the posterior probability density function (pdf) in nonlinear non-Gaussian Bayesian filtering is proposed. If the pdf of the measurement noise has a bounded support and the measurement function is continuous and bijective, we can use a modified prior pdf that meets Bayes' rule exactly. The central idea of this paper is that a Kalman filter applied to a modified prior distribution can improve the estimate given by the conventional Kalman filter. In practice, bounded support is not required and the modification of the prior is accounted for by adding an extra-point to the set of sigma-points used by the unscented Kalman filter.

机译：提出了一种快速估计非线性非高斯贝叶斯滤波中后验概率密度函数（pdf）的前两个矩的算法。如果测量噪声的pdf具有有限的支持，并且测量函数是连续的且是双射的，则可以使用完全符合贝叶斯规则的修改后的pdf。本文的中心思想是，将卡尔曼滤波器应用于修正的先验分布可以改善常规卡尔曼滤波器给出的估计。在实践中，不需要有界支持，并且对先验的修改是通过在无味卡尔曼滤波器使用的sigma-points集合中添加一个额外的点来解决的。

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García Fernández Ángel Froilán; Morelande Mark R.; Grajal de la Fuente Jesús;
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年度 2011
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原文格式 PDF
正文语种 eng
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1. Nonlinear filtering for sequential spacecraft attitude estimation with real data: Cubature Kalman Filter, Unscented Kalman Filter and Extended Kalman Filter [J] . Garcia R. V., Pardal P. C. P. M., Kuga H. K., Advances in space research . 2019,第2期

机译：用于使用实际数据进行连续航天器姿态估计的非线性滤波：Cubature Kalman滤波，Unscented Kalman滤波和Extended Kalman滤波
2. Nonlinear filtering for sequential spacecraft attitude estimation with real data: Cubature Kalman Filter, Unscented Kalman Filter and Extended Kalman Filter [J] . Garcia R. V., Pardal P. C. P. M., Kuga H. K., Journal of neurosurgical sciences . 2019,第2期

机译：具有真实数据的连续航天器姿态估计的非线性滤波：Cubature Kalman滤波器，Unscented Kalman滤波器和扩展卡尔曼滤波器
3. A critical evaluation and experimental verification of Extended Kalman Filter, Unscented Kalman Filter and Neural State Filter for state estimation of three phase induction motor [J] . S. Kumar, J. Prakash, P. Kanagasabapathy Applied Soft Computing . 2011,第3期

机译：扩展卡尔曼滤波器，无味卡尔曼滤波器和神经状态滤波器对三相感应电动机状态估计的关键评估和实验验证
4. Nonlinear filtering update phase via the single point truncated unscented Kalman filter [C] . Garcia-Fernandez Angel F., Morelande Mark R., Grajal Jesus 2011 Proceedings of the 14th Conference on Information Fusion . 2011

机译：通过单点截断无味卡尔曼滤波器进行非线性滤波更新阶段
5. Unscented Kalman filtering for relative attitude and position estimation. [D] . Goh, Shu Ting. 2007

机译：无味卡尔曼滤波，用于相对姿态和位置估计。
6. Auxiliary Truncated Unscented Kalman Filtering for Bearings-Only Maneuvering Target Tracking [O] . Liang-Qun Li, Xiao-Li Wang, Zong-Xiang Liu, 2017

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7. Unscented Kalman Filters and Particle Filter Methods for Nonlinear State Estimation [O] . György Katalin, Kelemen András, Dávid László 2014

机译：非线性状态估计的无味卡尔曼滤波器和粒子滤波器方法
8. Comparison of Unscented Kalman Filter and Unscented Schmidt Kalman Filter in Predicting Attitude and Associated Uncertainty of a Geosynchronous Satellite. [R] . Wetterer, C. J., Hunt, B., Kervin, P., 2014

机译：Unscented卡尔曼滤波与Unscented schmidt卡尔曼滤波在预测地球同步卫星姿态和相关不确定性中的比较。

Nonlinear filtering update phase via the Single Point Truncated Unscented Kalman filter

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