双层无迹卡尔曼滤波

The unscented Kalman filter (UKF) has the problem of the inaccurate estimation in strong nonlinear systems. To solve this problem, the double layer unscented Kalman filter (DLUKF) algorithm is proposed. In the proposed algorithm, the weighted sampling points are used to represent the prior distribution, and then the inner layer UKF algorithm is used to update each sampling point. Finally, the state estimations are obtained by the update mechanism of the outer layer UKF algorithm. Simulation results show that the proposed algorithm not only has a low computational complexity, but also has a very good estimation accuracy, compared with the existing filtering algorithms.