Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

被引：105

作者：

Dunik, Jindrich ^{[1
]}

Simandl, Miroslav ^{[1
]}

Straka, Ondrej ^{[1
]}

机构：

[1] Univ W Bohemia, Dept Cybernet, Fac Sci Appl, Plzen 30614, Czech Republic

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2012年 / 57卷 / 09期

关键词：

Bayesian methods; nonlinear filters; state estimation; stochastic systems; NONLINEAR ESTIMATION; STATE ESTIMATION;

D O I：

10.1109/TAC.2012.2188424

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This technical note deals with the unscented Kalman filter for state estimation of nonlinear stochastic dynamic systems with a special focus on the scaling parameter of the filter. Its standard choice is analyzed and its impact on the estimation quality is discussed. On the basis of the analysis, a novel method for adaptive setting of the parameter in the unscented Kalman filter is proposed. The results are illustrated in a numerical example.

引用

页码：2411 / 2416

页数：6

共 17 条

[1]

Abbeel Pieter, 2005, P ROB SCI SYST CAMBR

[2]

Anderson B.D.O., 1979, Optimal Filtering

[3] Cubature Kalman Filters [J].

Arasaratnam, Ienkaran ;

Haykin, Simon .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2009, 54 (06) :1254-1269

[4] Gaussian filters for nonlinear filtering problems [J].

Ito, K ;

Xiong, KQ .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (05) :910-927

[5] A new method for the nonlinear transformation of means and covariances in filters and estimators [J].

Julier, S ;

Uhlmann, J ;

Durrant-Whyte, HF .

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2000, 45 (03) :477-482

[6] Unscented filtering and nonlinear estimation [J].

Julier, SJ ;

Uhlmann, JK .

PROCEEDINGS OF THE IEEE, 2004, 92 (03) :401-422

[7]

Kollo T., 2005, Mathematics and its applications, V579

[8] Parameter estimation in stochastic grey-box models [J].

Kristensen, NR ;

Madsen, H ;

Jorgensen, SB .

AUTOMATICA, 2004, 40 (02) :225-237

[9] New developments in state estimation for nonlinear systems [J].

Norgaard, M ;

Poulsen, NK ;

Ravn, O .

AUTOMATICA, 2000, 36 (11) :1627-1638

[10]

Pillonetto G., 2007, P 2007 IEEE INT C IN

← 1 2 →