arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2104.00736eess.SYcs.SY
收藏

对线性系统的Unscented卡尔曼滤波器的两种改进

Two Modifications of the Unscented Kalman Filter that Specialize to the Kalman Filter for Linear Systems

Ankit Goel, Dennis S. Bernstein

摘要:

无迹卡尔曼滤波器(UKF)虽然适用于非线性系统,但对于线性系统,UKF并不适用于经典的卡尔曼滤波器。这种情况表明,以这样的方式修改UKF可能是有利的,即对于线性系统,恢复卡尔曼滤波器。因此,最终目标是开发专门用于线性系统的卡尔曼滤波器的UKF的修改,并提高非线性系统的精度。基于这一动机,本文提出了两种改进的UKF,专门用于线性系统的卡尔曼滤波器。第一个修改(EUKF-A)需要动力学图的雅可比矩阵,而第二个修改(EUKF-C)需要测量图的雅可比矩阵。对于各种非线性示例,将EUKF-A和EUKF-C的精度与UKF的精度进行比较。

英文摘要:

Although the unscented Kalman filter (UKF) is applicable to nonlinear systems, it turns out that, for linear systems, UKF does not specialize to the classical Kalman filter. This situation suggests that it may be advantageous to modify UKF in such a way that, for linear systems, the Kalman filter is recovered. The ultimate goal is thus to develop modifications of UKF that specialize to the Kalman filter for linear systems and have improved accuracy for nonlinear systems. With this motivation, this paper presents two modifications of UKF that specialize to the Kalman filter for linear systems. The first modification (EUKF-A) requires the Jacobian of the dynamics map, whereas the second modification (EUKF-C) requires the Jacobian of the measurement map. For various nonlinear examples, the accuracy of EUKF-A and EUKF-C is compared to the accuracy of UKF.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑