Unscented Kalman filtering for additive noise case: Augmented vs. non-augmented

被引:14
|
作者
Wu, YX [1 ]
Hu, DW [1 ]
Wu, MP [1 ]
Hu, XP [1 ]
机构
[1] Natl Univ Def Technol, Lab Inertial Technol, Dept Automat Control, Coll Mechatron & Automat, Changsha 410073, Hunan, Peoples R China
来源
ACC: PROCEEDINGS OF THE 2005 AMERICAN CONTROL CONFERENCE, VOLS 1-7 | 2005年
关键词
unscented transformation; unscented Kalman filtering; dynamic system;
D O I
10.1109/ACC.2005.1470611
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 paper concerns the unscented Kalman filtering (UKF) for the nonlinear dynamic systems with additive process and measurement noises. We find that under some condition, the basic difference between them is that the augmented UKF draws sigma set only once within a filtering recursion while the non-augmented UKF has to redraw a new set of sigma points to incorporate the effect of additive process noise. This difference generally favors the augmented UKF. The analyses are supported by a representative example.
引用
收藏
页码:4051 / 4055
页数:5
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