A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise
المؤلفون المشاركون
Zhou, Yong
Zhang, Chao
Zhang, Yufeng
Zhang, Juzhong
المصدر
International Journal of Aerospace Engineering
العدد
المجلد 2015، العدد 2015 (31 ديسمبر/كانون الأول 2015)، ص ص. 1-9، 9ص.
الناشر
Hindawi Publishing Corporation
تاريخ النشر
2015-07-06
دولة النشر
مصر
عدد الصفحات
9
الملخص EN
The Kalman filter (KF), extended KF, and unscented KF all lack a self-adaptive capacity to deal with system noise.
This paper describes a new adaptive filtering approach for nonlinear systems with additive noise.
Based on the square-root unscented KF (SRUKF), traditional Maybeck’s estimator is modified and extended to nonlinear systems.
The square root of the process noise covariance matrix Q or that of the measurement noise covariance matrix R is estimated straightforwardly.
Because positive semidefiniteness of Q or R is guaranteed, several shortcomings of traditional Maybeck’s algorithm are overcome.
Thus, the stability and accuracy of the filter are greatly improved.
In addition, based on three different nonlinear systems, a new adaptive filtering technique is described in detail.
Specifically, simulation results are presented, where the new filter was applied to a highly nonlinear model (i.e., the univariate nonstationary growth model (UNGM)).
The UNGM is compared with the standard SRUKF to demonstrate its superior filtering performance.
The adaptive SRUKF (ASRUKF) algorithm can complete direct recursion and calculate the square roots of the variance matrixes of the system state and noise, which ensures the symmetry and nonnegative definiteness of the matrixes and greatly improves the accuracy, stability, and self-adaptability of the filter.
نمط استشهاد جمعية علماء النفس الأمريكية (APA)
Zhou, Yong& Zhang, Chao& Zhang, Yufeng& Zhang, Juzhong. 2015. A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise. International Journal of Aerospace Engineering،Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1064513
نمط استشهاد الجمعية الأمريكية للغات الحديثة (MLA)
Zhou, Yong…[et al.]. A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise. International Journal of Aerospace Engineering No. 2015 (2015), pp.1-9.
https://search.emarefa.net/detail/BIM-1064513
نمط استشهاد الجمعية الطبية الأمريكية (AMA)
Zhou, Yong& Zhang, Chao& Zhang, Yufeng& Zhang, Juzhong. A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise. International Journal of Aerospace Engineering. 2015. Vol. 2015, no. 2015, pp.1-9.
https://search.emarefa.net/detail/BIM-1064513
نوع البيانات
مقالات
لغة النص
الإنجليزية
الملاحظات
Includes bibliographical references
رقم السجل
BIM-1064513
قاعدة معامل التأثير والاستشهادات المرجعية العربي "ارسيف Arcif"
أضخم قاعدة بيانات عربية للاستشهادات المرجعية للمجلات العلمية المحكمة الصادرة في العالم العربي
تقوم هذه الخدمة بالتحقق من التشابه أو الانتحال في الأبحاث والمقالات العلمية والأطروحات الجامعية والكتب والأبحاث باللغة العربية، وتحديد درجة التشابه أو أصالة الأعمال البحثية وحماية ملكيتها الفكرية. تعرف اكثر