Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922863" target="_blank" >RIV/49777513:23520/14:43922863 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/http://dx.doi.org/10.3182/20140824-6-ZA-1003.00611" target="_blank" >http://dx.doi.org/http://dx.doi.org/10.3182/20140824-6-ZA-1003.00611</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3182/20140824-6-ZA-1003.00611" target="_blank" >10.3182/20140824-6-ZA-1003.00611</a>
Alternative languages
Result language
angličtina
Original language name
Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation
Original language description
The paper deals with analysis and illustration of the impact of the sigma-point set rotation on the approximation quality of the unscented transformation and the estimation performance of the unscented Kalman filter. It is shown that the covariance matrix factor, used in sigma-point computation, can be multiplied by an arbitrary rotation matrix which moves the sigma-points along the surface of a hyper-ellipsoid related to the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) and the unscented Kalman filter with adaptive selection of both user-defined parameters is proposed. The impact of fixed or adaptively selected parameters on the performance of the unscented Kalmanfilter is illustrated by a numerical study.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
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
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
5951-5956
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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