首页 | 本学科首页   官方微博 | 高级检索  
     


A skewed unscented Kalman filter
Authors:Javad Rezaie  Jo Eidsvik
Affiliation:Department of Mathematical Sciences, Norwegian University of Science and Technology (NTNU), Trondheim, Norway
Abstract:State estimation of nonlinear systems is a challenging task, especially when the Gaussian approximation fails. The unscented Kalman filter was proposed to deal with state estimation of nonlinear systems. We modify the traditional unscented Kalman filter to capture the third-order moment (skewness) of the state vector. Methods are also proposed to reduce the computation time of the suggested approach, and showing that the proposed algorithm is as fast as the unscented Kalman filter. Simulation results confirm that the method is better than, or at least as good as, the unscented Kalman filter.
Keywords:State estimation  unscented Kalman filter  skewness  nonlinear systems  closed skew normal distribution
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号