Sequence unscented Kalman filtering algorithm

Hui Ping Li, De Min Xu, Li Jun Jiang, Fu Bin Zhang

科研成果: 书/报告/会议事项章节会议稿件同行评审

8 引用 (Scopus)

摘要

Unscented Kalman Filter (UKF) has been proved to be a superior alternative to the extended Kalman filter (EKF) when solving the nonlinear system in recent years. In order to improve the real-time of the UKF, A new kind of UKF called Sequence UKF is proposed in this paper. Like Rao-Blackwellised Unscented Kalman Filter (RBUKF) [4], it also deals with nonlinear stochastic discrete-time system with linear measurement equation, however it can decrease the computational complexity with the same filtering accuracy. This algorithm reduces the measurement vector to scalars in measurement-update of UKF by sequence method, so it can avoid inversing the covariance of measurement and reduce a great mount of computation bound. Special algorithm is deduced in this paper. The high performance of sequence UKF is verified by using Monte Carlo simulations.

源语言英语
主期刊名2008 3rd IEEE Conference on Industrial Electronics and Applications, ICIEA 2008
1374-1378
页数5
DOI
出版状态已出版 - 2008
活动2008 3rd IEEE Conference on Industrial Electronics and Applications, ICIEA 2008 - Singapore, 新加坡
期限: 3 6月 20085 6月 2008

出版系列

姓名2008 3rd IEEE Conference on Industrial Electronics and Applications, ICIEA 2008

会议

会议2008 3rd IEEE Conference on Industrial Electronics and Applications, ICIEA 2008
国家/地区新加坡
Singapore
时期3/06/085/06/08

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