Unscented Kalman filter with advanced adaptation of scaling parameter
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922813" target="_blank" >RIV/49777513:23520/14:43922813 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/j.automatica.2014.08.030" target="_blank" >http://dx.doi.org/10.1016/j.automatica.2014.08.030</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.automatica.2014.08.030" target="_blank" >10.1016/j.automatica.2014.08.030</a>
Alternative languages
Result language
angličtina
Original language name
Unscented Kalman filter with advanced adaptation of scaling parameter
Original language description
The paper deals with state estimation of the nonlinear stochastic systems by means of the unscented Kalman filter with a focus on specification of the sigma-points. Their position is influenced by two design parameters-the scaling parameter determining the spread of the sigma-points and a covariance matrix decomposition determining rotation of the sigma-points. In this paper, a choice of the scaling parameter is analyzed. It is shown that considering other values than the standard choice may lead to increased quality of the estimate, especially if the scaling parameter is adapted. Several different criteria for the adaptation are proposed and techniques to reduce computational costs of the adaptation are developed. The proposed algorithm of the unscented Kalman filter with advanced adaptation of the scaling parameter is illustrated in a numerical example.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
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
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
AUTOMATICA
ISSN
0005-1098
e-ISSN
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Volume of the periodical
50
Issue of the periodical within the volume
10
Country of publishing house
US - UNITED STATES
Number of pages
8
Pages from-to
"2657?2664"
UT code for WoS article
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EID of the result in the Scopus database
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