Correspondence: Comments on "Performance evaluation of UKF-based nonlinear filtering"

  • Authors:

  • Yuanxin Wu;Dewen Hu;Xiaoping Hu

  • Affiliations:

  • Laboratory of Inertial Technology, Department of Automatic Control, College of Mechatronics and Automation, National University of Defense Technology, Changsha, Hunan 410073, PR China;Laboratory of Inertial Technology, Department of Automatic Control, College of Mechatronics and Automation, National University of Defense Technology, Changsha, Hunan 410073, PR China;Laboratory of Inertial Technology, Department of Automatic Control, College of Mechatronics and Automation, National University of Defense Technology, Changsha, Hunan 410073, PR China

  • Venue:
  • Automatica (Journal of IFAC)
  • Year:
  • 2007

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Abstract

This note points out that the main result of the paper [Xiong, K., Zhang, H. Y., & Chan, C. W. (2006). Performance evaluation of UKF-based nonlinear filtering. Automatica, 42(2), 261-270] can be extended to a class of so-called Gaussian filters. It justifies a practical countermeasure of the divergence, i.e., adding small quantities to the noise covariance matrix to stabilize the filter.