KMS Chongqing Institute of Green and Intelligent Technology, CAS
Multi-layer unscented Kalman filtering algorithm based on Gaussian distribution | |
Liu, Jiang1; Wang, Yu-Jin2; Duan, Jian-Lei2; Ye, Song-Qing1 | |
2016 | |
摘要 | The sampling algorithm of unscented Kalman filter(UKF), which selects the sigma points and their weights, plays a vital role for the accuracy and computational efficiency. It is well known that, more moments of random variables are matched, more accuracy reaches, for example, the Polynomial-extension of UKF(PUKF). However, such methods often suffer from their highly computational complexity, even worse, it is hard to get a solution. An efficient and highly accurate off-line algorithm is proposed for the Gaussian filter based on the high-order moments matching and linear-extension of UKF(LUKF). Experimental results show that the proposed algorithm has more accuracy than UKF and more computational efficiency than PUKF. © 2016, Editorial Office of Control and Decision. All right reserved. |
DOI | 10.13195/j.kzyjc.2015.0039 |
发表期刊 | Kongzhi yu Juece/Control and Decision |
ISSN | 10010920 |
卷号 | 31期号:4页码:609-615 |
通讯作者 | Wang, Yu-Jin (wangyujin@cigit.ac.cn) |
收录类别 | EI |
语种 | 中文 |