UDUT Continuous-Discrete Unscented Kalman Filtering

Authors:
Shaolin Lv;Jiabin Chen;Zhide Liu
Affiliations:
-;-;-
Venue:
IITA '08 Proceedings of the 2008 Second International Symposium on Intelligent Information Technology Application - Volume 02
Year:
2008

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Linear and nonlinear filters based on the improper Karhunen-Loève expansion

Signal Processing

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Abstract

In this paper the UDUT continuous-discrete Unscented Kalman filter (UKF) for state estimation of continuous-time nonlinear systems is proposed. UDUT scalar update is introduced into the measurement update procedure of continuous-discrete UKF (CDUKF). It is pointed out that this form is sometimes more efficient than the standard CDUKF. Computational complexity of the two forms of CDUKF is analyzed. Reentry vehicle tracking problem is used to demonstrate that the UDUT CDUKF is sometimes faster than the standard form.