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

页码：4051 / 4055

页数：5

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