An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters

被引：7

作者：

Wang, Yue ^{[1
]}

Qiu, Zhijian ^{[1
]}

Qu, Xiaomei ^{[2
]}

机构：

[1] Southwestern Univ Finance & Econ, Sch Econ Math, Chengdu 611130, Sichuan, Peoples R China

[2] Southwest Univ Nationalites, Coll Comp Sci & Technol, Chengdu 610041, Sichuan, Peoples R China

来源：

DISCRETE DYNAMICS IN NATURE AND SOCIETY | 2017年 / 2017卷

关键词：

SOURCE LOCALIZATION; DIFFERENCE;

D O I：

10.1155/2017/7905690

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper investigates the nonlinear unscented Kalman filtering (UKF) problem for discrete nonlinear dynamic systems with random parameters. We develop an improved unscented transformation by incorporating the random parameters into the state vector to enlarge the number of sigma points. The theoretical analysis reveals that the approximated mean and covariance via the improved unscented transformation match the true values correctly up to the third order of Taylor series expansion. Based on the improved unscented transformation, an improved UKF method is proposed to expand the application of the UKF for nonlinear systems with randomparameters. An application to themobile source localizationwith time difference of arrival (TDOA) measurements and sensor position uncertainties is provided where the simulation results illustrate that the improved UKFmethod leads to a superior performance in comparison with the normal UKF method.

引用

页数：10

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