UDUT Continuous-Discrete Unscented Kalman Filtering

Author

Shaolin Lv ; Chen, Jiabin ; Liu, Zhide

Author_Institution

Sch. of Inf. Sci. & Technol., Beijing Inst. of Technol., Beijing

Volume

2

fYear

2008

fDate

20-22 Dec. 2008

Firstpage

876

Lastpage

879

Abstract

In this paper the UDU^T continuous-discrete unscented Kalman filter (UKF) for state estimation of continuous-time nonlinear systems is proposed. UDU^T scalar update is introduced into the measurement update procedure of continuous-discrete UKF (CDUKF). It is pointed out that this form is sometimes more efficient than the standard CDUKF. Computational complexity of the two forms of CDUKF is analyzed. Reentry vehicle tracking problem is used to demonstrate that the UDU^T CDUKF is sometimes faster than the standard form.

Keywords

Kalman filters; continuous time systems; nonlinear systems; state estimation; UDU^T continuous-discrete unscented Kalman filtering; computational complexity; continuous-time nonlinear systems; state estimation; vehicle tracking problem; Additive noise; Computational complexity; Information filtering; Information filters; Information technology; Kalman filters; Noise measurement; Q measurement; State estimation; Vehicles; Continuous discrete Unscented Kalman filter; Nonlinear filter; Unscented Kalman filter;

fLanguage

English

Publisher

ieee

Conference_Titel

Intelligent Information Technology Application, 2008. IITA '08. Second International Symposium on

Conference_Location

Shanghai

Print_ISBN

978-0-7695-3497-8

Type

conf

DOI

10.1109/IITA.2008.571

Filename

4739889