Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter

被引：99

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

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