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The Study on Form and Performance of Unscented Kalman Filtering Algorithm
Received date: 2011-06-07
Online published: 2025-05-29
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.
Key words: unscented Kalman filter; state extension; resample
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
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