KMS Chongqing Institute of Green and Intelligent Technology, CAS
| A heuristic for sigma set selection of UKF | |
Wang, Yujin1,2; Liu, Jiang2 ; Yang, Wenqiang2; Zhang, Ju2
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| 2014 | |
| 摘要 | In this paper we present a higher order moment-matching algorithm for computing the distribution parameters of nonlinear transformation random variables. The new algorithm has two distinct aspects compared to the standard Unscented Kalman Filter (UKF). First, the sigma points are computed in two steps using the covariance matrix and higher-order moments. Second, the associated weights are positive numbers in the interval [0, 1]. The performance of the new algorithm is illustrated by simulation. Results show improvement in accuracy in comparison to the traditional UKF. © 2014 IEEE. |
| 语种 | 英语 |
| DOI | 10.1109/ICOSP.2014.7014972 |
| 会议(录)名称 | 2014 12th IEEE International Conference on Signal Processing, ICSP 2014
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| 页码 | 72-77 |
| 收录类别 | EI |
| 会议地点 | Hangzhou, China |
| 会议日期 | October 19, 2014 - October 23, 2014 |
