An Extension of Sigma-Point Kalman Filtering Using Nonlinear Estimator Bases

被引：0

作者：

Wheeler, Timothy J. ^{[1
]}

Packard, Andrew K. ^{[1
]}

机构：

[1] Univ Calif Berkeley, Dept Mech Engn, Berkeley, CA 94720 USA

来源：

2009 AMERICAN CONTROL CONFERENCE, VOLS 1-9 | 2009年

关键词：

TRANSFORMATION; COVARIANCES;

D O I：

10.1109/ACC.2009.5160723

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper investigates the problem of state estimation for nonlinear discrete-time dynamic systems. The estimator is parameterized as a linear combination of chosen basis functions. We seek the parameter that minimizes the mean squared estimation error (MSE); however, computing this objective is intractable. Hence, the MSE is approximated using the Scaled Unscented Transform (SUT), which yields a discrete least-squares optimization problem. Tikhonov regularization is used to avoid overfitting the data supplied by the SUM A double pendulum example is used to compare this estimation strategy to the Unscented Kalman Filter.

引用

页码：1861 / 1864

页数：4

共 50 条

[1] Parallelized sigma-point Kalman filtering for structural dynamics
Azam, Saeed Eftekhar
Ghisi, Aldo
Mariani, Stefano
[J]. COMPUTERS & STRUCTURES, 2012, 92-93 : 193 - 205
[2] Sigma-point Kalman filtering for integrated GPS and inertial navigation
Crassidis, John L.
[J]. IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2006, 42 (02) : 750 - 756
[3] Sigma-Point Kalman Filtering for Spacecraft Attitude and Rate Estimation using Magnetometer Measurements
Abdelrahman, Mohammad
Park, Sang-Young
[J]. IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2011, 47 (02) : 1401 - 1415
[4] Stochastic system identification via particle and sigma-point Kalman filtering
Azam, S. Eftekhar
Bagherinia, M.
Mariani, S.
[J]. SCIENTIA IRANICA, 2012, 19 (04) : 982 - 991
[5] Sigma-Point Kalman Filtering for tightly-coupled GPS/INS
Guo, Zhen
Hao, Yanling
Sun, Feng
Gao, We
[J]. 2008 IEEE INTERNATIONAL SYMPOSIUM ON KNOWLEDGE ACQUISITION AND MODELING WORKSHOP PROCEEDINGS, VOLS 1 AND 2, 2008, : 844 - 847
[6] MULTIHARMONIC TRACKING USING SIGMA-POINT KALMAN FILTER
Kim, Sunghan
Paul, Anindya S.
Wane, Eric A.
McNames, James
[J]. 2008 30TH ANNUAL INTERNATIONAL CONFERENCE OF THE IEEE ENGINEERING IN MEDICINE AND BIOLOGY SOCIETY, VOLS 1-8, 2008, : 2648 - +
[7] Gaussian Process Quadratures in Nonlinear Sigma-Point Filtering and Smoothing
Sarkka, Simo
Hartikainen, Jouni
Svensson, Lennart
Sandblom, Fredrik
[J]. 2014 17TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2014,
[8] An Image-Based Target Tracking Technique Using Splines and Sigma-Point Kalman Filtering
[J]. 2016 14TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION, ROBOTICS AND VISION (ICARCV), 2016,
[9] Distributed Sigma-Point Kalman Filtering for Sensor Networks: Dynamic Consensus Approach
Zhou, Yan
Li, Jianxun
[J]. 2009 IEEE INTERNATIONAL CONFERENCE ON SYSTEMS, MAN AND CYBERNETICS (SMC 2009), VOLS 1-9, 2009, : 5178 - 5183
[10] Square-root sigma-point Kalman filtering for spacecraft relative navigation
Tang, Xiaojun
Yan, Jie
Zhong, Dudu
[J]. ACTA ASTRONAUTICA, 2010, 66 (5-6) : 704 - 713

← 1 2 3 4 5 →