Abstract
This article proposes a technique for the selection of the /spl sigma/-set for a probability distribution approximation filter, i.e., the unscented filter. The /spl sigma/-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3/sup rd/ order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3/sup rd/ order only. Two benchmark problems are used to corroborate the proposed solution.
Keywords
Benchmark (surveying)Filter (signal processing)Unscented transformSigmaTransformation (genetics)Taylor seriesOrder statisticSet (abstract data type)Order (exchange)Kalman filterMathematicsApplied mathematicsStatisticsComputer scienceAlgorithmExtended Kalman filterEnsemble Kalman filterMathematical analysisPhysics
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Publication Info
- Year
- 2004
- Type
- article
- Volume
- 3
- Pages
- 2441-2446
- Citations
- 87
- Access
- Closed
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Cite This
D. Tenne,
Tarunraj Singh
(2004).
The higher order unscented filter.
, 3
, 2441-2446.
https://doi.org/10.1109/acc.2003.1243441
Identifiers
- DOI
- 10.1109/acc.2003.1243441