摘要
Two efficient implementation forms of Unscented Kalman Filter are described in this paper. They respectively utilize Cholesky factors and modified Cholesky factors to update state covariance, which make them have good numerical stability, Through computational complexity analysis, it is shown that the implementation using Cholesky factors is slower than the standard implementation. Also is shown that in some cases the form using modified Cholesky factors is faster than the standard Unscented Kalman Filter.
| 源语言 | 英语 |
|---|---|
| 主期刊名 | 2007 IEEE International Conference on Control and Automation, ICCA |
| 出版商 | Institute of Electrical and Electronics Engineers Inc. |
| 页 | 761-764 |
| 页数 | 4 |
| ISBN（印刷版） | 1424408180, 9781424408184 |
| DOI | |
| 出版状态 | 已出版 - 2007 |
| 活动 | 2007 IEEE International Conference on Control and Automation, ICCA - Guangzhou, 中国 期限: 30 5月 2007 → 1 6月 2007 |
出版系列
| 姓名 | 2007 IEEE International Conference on Control and Automation, ICCA |
|---|
会议
| 会议 | 2007 IEEE International Conference on Control and Automation, ICCA |
|---|---|
| 国家/地区 | 中国 |
| 市 | Guangzhou |
| 时期 | 30/05/07 → 1/06/07 |
指纹
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Lü, S., Cai, L., Ding, L., & Chen, J. (2007). Two efficient implementation forms of unscented Kalman filter. 在 2007 IEEE International Conference on Control and Automation, ICCA (页码 761-764). 文章 4376458 (2007 IEEE International Conference on Control and Automation, ICCA). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICCA.2007.4376458