An Improved Unscented Kalman Filter for Discrete Nonlinear Systems with Random Parameters

This paper investigates the nonlinear unscented Kalman filtering (UKF) problem for discrete nonlinear dynamic systems with random parameters. We develop an improved unscented transformation by incorporating the random parameters into the state vector to enlarge the number of sigma points. The theore...

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Bibliographic Details
Main Authors: Yue Wang, Zhijian Qiu, Xiaomei Qu
Format: Article
Language:English
Published: Wiley 2017-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2017/7905690
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