Unscented Kalman Filter: Aspects and Adaptive Setting of Scaling Parameter
2012-09-09IEEE TRANSACTIONS ON AUTOMA TIC CONTROL, VOL. 57, NO. 9, SEPTEMBER 2012 2012Unverified0· sign in to hype
Jindˇ rich Duník, MiroslavˇSimandl, and Ondˇ rej Straka
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This technical note deals with the unscented Kalman filter for state estimation of nonlinear stochastic dynamic systems with a special focus on the scaling parameter of the filter. Its standard choice is analyzed and its impact on the estimation quality is discussed. On the basis of the analysis, a novel method for adaptive setting of the parameter in the unscented Kalman filter is proposed. The results are illustrated in a numerical example.