Title :
Reduced-Order Covariance-Based Unscented Kalman Filtering with Complementary Steady-State Correlation
Author :
Chandrasekar, J. ; Kim, I.S. ; Ridley, A.J. ; Bernstein, D.S.
Author_Institution :
Univ. of Michigan, Ann Arbor
Abstract :
In this paper, we discuss an extension of the unscented Kalman filter that propagates a surrogate reduced- order covariance and also uses a complementary static estimator gain based on the steady-state correlation between the error in the estimates of the state and measurements to obtain estimates of the entire state.
Keywords :
reduced order systems; state estimation; complementary static estimator gain; complementary steady-state correlation; reduced-order covariance-based unscented Kalman filtering; Atmospheric modeling; Computational complexity; Filtering; Gain measurement; Kalman filters; Large-scale systems; Magnetohydrodynamics; Nonlinear systems; State estimation; Steady-state;
Conference_Titel :
American Control Conference, 2007. ACC '07
Conference_Location :
New York, NY
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
0743-1619
DOI :
10.1109/ACC.2007.4283074
