Two efficient implementation forms of unscented Kalman filter

Shaolin Lü*, Lin Cai, Lu Ding, Jiabin Chen

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

15 引用 (Scopus)

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.
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 20071 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
Guangzhou
时期30/05/071/06/07

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