[an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive]
[an error occurred while processing this directive]
CORRELATION TECHNOLOGY

The Study on Form and Performance of Unscented Kalman Filtering Algorithm

  • LI Heng ,
  • ZHANG Jingyuan ,
  • LUO Xuan ,
  • SHEN Jian
Expand
  • Department of Weaponry Engineering, Naval University of Engineering, Wuhan 430033, China

Received date: 2011-06-07

  Online published: 2025-05-29

Abstract

It is usually believed that unscented Kalman filter has the same performance whether in extending state or not when system noise and measurement noise are additive. To be against this view, the scaled symmetric set unscented transformation was used to deduce and prove the difference between them. Four kinds of UKF including extension, non-extension, resample and non-resample were simulated and analyzed. The results indicate that there are differences between four kinds of UKF algorithm, the state extension is benefit for improving UKF performance, which proves the correctness of theory analysis.

Cite this article

LI Heng , ZHANG Jingyuan , LUO Xuan , SHEN Jian . The Study on Form and Performance of Unscented Kalman Filtering Algorithm[J]. Journal of Projectiles, Rockets, Missiles and Guidance, 2012 , 32(3) : 189 -192,196 . DOI: 10.15892/j.cnki.djzdxb.2012.03.008

[an error occurred while processing this directive]

References

[1]
Julier S J. The spherical simplex unscented transformation[C]//Proceedings of the American Control Conference,2003:2430-2434.
[2]
Julier S J, Uhlmann J. Unscented filtering and nonlinear es-timation[J]. Proc IEEE, 2004,92(3): 401-422.
[3]
Li X R, Jilkov V P. Survey of maneuvering target tracking,part I: Dynamic models[J]. IEEE Trans AES, 2003, 39(4): 1333-1364.
[4]
Briers M, Maskell S R, Wright R. A Rao-blackwellisedunscented Kalman filter[C] //Proc of the Sixth Int Conf In-formation Fusion, 2003: 55-61.
[5]
Wan E A, Merwe R. Kalman filtering and neural networks[M]. Wiley Publishing, 2001: 221 – 280.
[6]
Julier S J. A skewed approach to filtering[C] //The 12thInternational Symposium on Aerospace/Defense SensingSimulation and Control, SPIE, 1998:271–282.
[7]
Kotecha J H, Djuric P A. Gaussian particle filtering[J]. IEEE Transactions on Signal Processing, 2003, 51 (10):2592-2601.
Outlines

/

[an error occurred while processing this directive]