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New minimum sigma set for unscented filtering
Author(s) -
Menegaz Henrique M.,
Ishihara João Y.,
Borges Geovany A.
Publication year - 2014
Publication title -
international journal of robust and nonlinear control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.361
H-Index - 106
eISSN - 1099-1239
pISSN - 1049-8923
DOI - 10.1002/rnc.3262
Subject(s) - unscented transform , sigma , kalman filter , set (abstract data type) , generalization , extended kalman filter , square root , six sigma , mathematics , control theory (sociology) , computer science , algorithm , fast kalman filter , engineering , artificial intelligence , physics , operations management , mathematical analysis , geometry , control (management) , quantum mechanics , lean manufacturing , programming language
Summary In this work, a new minimum set of sigma points for unscented filtering is proposed along with its unscented Kalman filter in both square‐root and nonsquare‐root forms. Comparative with the other reduced sigma sets of the literature, the new sigma set is, in some cases, better defined or, in another case, a generalization. In numerical examples, the unscented transform of the new sigma set is compared with the unscented transforms of the other reduced sigma sets of the literature. In addition, the performance of the new unscented Kalman filter is studied in an aircraft target tracking scenario. Copyright © 2014 John Wiley & Sons, Ltd.