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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

  • Czech description

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

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

  • 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

  • EID of the result in the Scopus database