• DocumentCode
    2268903
  • Title

    The higher order unscented filter

  • Author

    Tenne, Dirk ; Singh, Tarunraj

  • Author_Institution
    Dept. of Mech. & Aerosp. Eng., State Univ. of New York, Buffalo, NY, USA
  • Volume
    3
  • fYear
    2003
  • fDate
    4-6 June 2003
  • Firstpage
    2441
  • Abstract
    This article proposes a technique for the selection of the σ-set for a probability distribution approximation filter, i.e., the unscented filter. The σ-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3rd order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3rd order only. Two benchmark problems are used to corroborate the proposed solution.
  • Keywords
    Gaussian distribution; Kalman filters; approximation theory; nonlinear estimation; probability; Gaussian distribution; Taylor series expansion; nonlinear estimation; nonlinear transformation; probability distribution approximation filter; statistics; unscented filter; Aerospace engineering; Computational efficiency; Indium tin oxide; Jacobian matrices; Nonlinear equations; Particle filters; Probability distribution; State estimation; Statistical distributions; Taylor series;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2003. Proceedings of the 2003
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-7896-2
  • Type

    conf

  • DOI
    10.1109/ACC.2003.1243441
  • Filename
    1243441
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2268903