Scaling Parameter in Unscented Transform: Analysis and Specification

Result code in IS VaVaI
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Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Scaling Parameter in Unscented Transform: Analysis and Specification
Original language description
The paper deals with an analysis of the scaling factor of the unscented transform as a method to provide approximate means and covariance matrices of random variables in nonlinear systems. It is a basis of the unscented Kalman filter, which provides a state estimate of nonlinear stochastic dynamic systems. The scaling factor represents a design parameter significantly affecting quality of the approximation. The analysis provides an important insight into the parameter role and its impact on the quality.It also justifies recently published techniques for adaptive setting of the scaling parameter within the unscented Kalman filter. Usage of such an adaptive setting of the scaling parameter is illustrated in a bearings-only tracking example.
Czech name
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Czech description
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Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 2012 American Control Conference
ISBN
978-1-4577-1096-4
ISSN
0743-1619
e-ISSN
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Number of pages
6
Pages from-to
5550-5555
Publisher name
IEEE Computer Soc.
Place of publication
Los Alamitos
Event location
Montreal, Canada
Event date
Jun 27, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000310776205141

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