The paper deals with the state estimation of the widely used scaled unscented Kalman filter(UKF). In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems ...The paper deals with the state estimation of the widely used scaled unscented Kalman filter(UKF). In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems caused by recommended constant scaling parameters are highlighted. On the basis of the analyses, an effective scaled UKF is proposed with self-adaptive scaling parameters,which is easy to understand and implement in engineering. Two typical strong nonlinear examples are given and their simulation results show the effectiveness of the proposed principle and algorithm.展开更多
基金supported by the National Natural Science Foundation of China(61703228)
文摘The paper deals with the state estimation of the widely used scaled unscented Kalman filter(UKF). In particular, the stress is laid on the scaling parameters selection principle for the scaled UKF. Several problems caused by recommended constant scaling parameters are highlighted. On the basis of the analyses, an effective scaled UKF is proposed with self-adaptive scaling parameters,which is easy to understand and implement in engineering. Two typical strong nonlinear examples are given and their simulation results show the effectiveness of the proposed principle and algorithm.