An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters
Joint Authors
Wang, Yue
Qiu, Zhijian
Qu, Xiaomei
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-02-26
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper investigates the nonlinear unscented Kalman filtering (UKF) problem for discrete nonlinear dynamic systems with random parameters.
We develop an improved unscented transformation by incorporating the random parameters into the state vector to enlarge the number of sigma points.
The theoretical analysis reveals that the approximated mean and covariance via the improved unscented transformation match the true values correctly up to the third order of Taylor series expansion.
Based on the improved unscented transformation, an improved UKF method is proposed to expand the application of the UKF for nonlinear systems with random parameters.
An application to the mobile source localization with time difference of arrival (TDOA) measurements and sensor position uncertainties is provided where the simulation results illustrate that the improved UKF method leads to a superior performance in comparison with the normal UKF method.
American Psychological Association (APA)
Wang, Yue& Qiu, Zhijian& Qu, Xiaomei. 2017. An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-10.
https://search.emarefa.net/detail/BIM-1151758
Modern Language Association (MLA)
Wang, Yue…[et al.]. An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-10.
https://search.emarefa.net/detail/BIM-1151758
American Medical Association (AMA)
Wang, Yue& Qiu, Zhijian& Qu, Xiaomei. An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-10.
https://search.emarefa.net/detail/BIM-1151758
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1151758