Title :
Study on expansion and non-expansion of UKF
Author :
Li Heng ; Zhang Jing-yuan ; Luo Xuan
Author_Institution :
Dept. of Weaponry Eng., Naval Univ. of Eng., Wuhan, China
Abstract :
It is usually accepted that UKF can be used in the form of state non-expansion when noise is additive, in order to prove it incorrect, we made use of scaled symmetric set unscented transformation to deduce and explain the difference in the situation of complicated additive noise model, theory deduction results indicated there were differences between expansion and non-expansion UKF algorithms while state estimation, and there was no difference while parameter estimation. Finally, simulation results testify that theory deduction is correct, the conclusion can be the reference for UKF application.
Keywords :
Kalman filters; parameter estimation; state estimation; additive noise model; parameter estimation; scaled symmetric set unscented transformation; state estimation; state expansion; state non-expansion; theory deduction; unscented Kalman filter application; Estimation error; Filtering theory; Kalman filters; Noise; Parameter estimation; State estimation; State expansion; non-expansion; unscented kalman filter (UKF); unscented transformation (UT);
Conference_Titel :
Mechatronic Science, Electric Engineering and Computer (MEC), 2011 International Conference on
Conference_Location :
Jilin
Print_ISBN :
978-1-61284-719-1
DOI :
10.1109/MEC.2011.6025999