Design of Pure Propagation Unscented Kalman Filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922862" target="_blank" >RIV/49777513:23520/14:43922862 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3182/20140824-6-ZA-1003.00583" target="_blank" >http://dx.doi.org/10.3182/20140824-6-ZA-1003.00583</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3182/20140824-6-ZA-1003.00583" target="_blank" >10.3182/20140824-6-ZA-1003.00583</a>

Result language
angličtina
Original language name
Design of Pure Propagation Unscented Kalman Filter
Original language description
The paper deals with state estimation of nonlinear stochastic dynamic systems. Various unscented Kalman filter (UKF) algorithms are analyzed with the focus on computation and transformation of the sigma-points for the purpose of update of state estimatemoments. An algorithm of the pure propagation UKF is developed transforming the initial sigma-point set forward in time without necessity of its re-computation as is usual in classical UKF algorithms. Such direct transformation of the sigma-points keepshigher order moments of the sigma-point set and leads consequently to an increased accuracy of the state estimate. The proposed pure propagation unscented Kalman filter is illustrated in a numerical 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
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 19th IFAC World Congress, 2014
ISBN
978-3-902823-62-5
ISSN
1474-6670
e-ISSN
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Number of pages
6
Pages from-to
5933-5938
Publisher name
Elsevier
Place of publication
Cape Town
Event location
Cape Town, South Africa
Event date
Aug 24, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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