Applying the unscented Kalman filter for nonlinear state estimation

作者：Kandepu Rambabu; Foss Bjarne^*; Imsland Lars

来源：Journal of Process Control, 2008, 18(7-8): 753-768.

DOI：10.1016/j.jprocont.2007.11.004

• nonlinear state estimation
• Kalman filter
• constraint handling

Based on presentation of the principles of the EKF and UKF for state estimation, we discuss the differences of the two approaches. Four rather different simulation cases are considered to compare the performance. A simple procedure to include state constraints in the UKF is proposed and tested. The overall impression is that the performance of the UKF is better than the EKF in terms of robustness. and speed of convergence. The computational load in applying the UKF is comparable to the EKF.

• 出版日期2008-9