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Continuous-discrete unscented Kalman filtering,” http://www.fernuni-hagen.de/FBWIWI/forschung/beitraege
| Content Provider | CiteSeerX |
|---|---|
| Author | Singer, Hermann |
| Abstract | The unscented Kalman filter (UKF) is formulated for the conti-nuous-discrete state space model. The exact moment equations are solved approximately by using the unscented transform (UT) and the measurement update is obtained by computing the normal correlation, again using the UT. In contrast to the usual treatment, the system and measurement noise sequences are included from the start and are not treated later by extension of the state vector. The performance of the UKF is compared to Taylor expansions (extended Kalman fil-ter EKF, second and higher order nonlinear filter SNF, HNF), the Gaussian filter, and simulated Monte Carlo filters using a bimodal Ginzburg-Landau model and the chaotic Lorenz model. |
| File Format | |
| Access Restriction | Open |
| Subject Keyword | Filter Snf Exact Moment Equation Measurement Noise Sequence Taylor Expansion Fbwiwi Forschung Beitraege Normal Correlation Continuous-discrete Unscented Kalman Filtering Unscented Transform Chaotic Lorenz Model Gaussian Filter Conti-nuous-discrete State Space Model Extended Kalman Fil-ter Ekf Measurement Update Monte Carlo Filter Usual Treatment Unscented Kalman Filter State Vector Bimodal Ginzburg-landau Model |
| Content Type | Text |
