Title :
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
Abstract :
In this paper the UDUT continuous-discrete unscented Kalman filter (UKF) for state estimation of continuous-time nonlinear systems is proposed. UDUT 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 UDUT CDUKF is sometimes faster than the standard form.
Keywords :
Kalman filters; continuous time systems; nonlinear systems; state estimation; UDUT 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;
Conference_Titel :
Intelligent Information Technology Application, 2008. IITA '08. Second International Symposium on
Conference_Location :
Shanghai
Print_ISBN :
978-0-7695-3497-8
DOI :
10.1109/IITA.2008.571
