About: Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation

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About: Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
rdfs:seeAlso	http://dx.doi.org/http://dx.doi.org/10.3182/20140824-6-ZA-1003.00611
Description	The paper deals with analysis and illustration of the impact of the sigma-point set rotation on the approximation quality of the unscented transformation and the estimation performance of the unscented Kalman filter. It is shown that the covariance matrix factor, used in sigma-point computation, can be multiplied by an arbitrary rotation matrix which moves the sigma-points along the surface of a hyper-ellipsoid related to the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) and the unscented Kalman filter with adaptive selection of both user-defined parameters is proposed. The impact of fixed or adaptively selected parameters on the performance of the unscented Kalman filter is illustrated by a numerical study. The paper deals with analysis and illustration of the impact of the sigma-point set rotation on the approximation quality of the unscented transformation and the estimation performance of the unscented Kalman filter. It is shown that the covariance matrix factor, used in sigma-point computation, can be multiplied by an arbitrary rotation matrix which moves the sigma-points along the surface of a hyper-ellipsoid related to the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) and the unscented Kalman filter with adaptive selection of both user-defined parameters is proposed. The impact of fixed or adaptively selected parameters on the performance of the unscented Kalman filter is illustrated by a numerical study. (en)
Title	Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation (en)
skos:prefLabel	Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation Sigma-Point Set Rotation in Unscented Kalman Filter: Analysis and Adaptation (en)
skos:notation	RIV/49777513:23520/14:43922863!RIV15-GA0-23520___
http://linked.open...avai/riv/aktivita	P S
http://linked.open...avai/riv/aktivity	P(EE2.3.30.0013), P(GC13-07058J), S
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Šimandl, Miroslav Straka, Ondřej Duník, Jindřich
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Západočeská univerzita v Plzni / Fakulta aplikovaných věd
http://linked.open...dnocenehoVysledku	44799
http://linked.open...ai/riv/idVysledku	RIV/49777513:23520/14:43922863
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	State estimation, Filtering, unscented Klaman filter, adaptation (en)
http://linked.open.../riv/klicoveSlovo	unscented Klaman filter adaptation State estimation Filtering
http://linked.open...ontrolniKodProRIV	[0658A3D7C5A3]
http://linked.open...v/mistoKonaniAkce	Cape Town, South Africa
http://linked.open...i/riv/mistoVydani	Cape Town
http://linked.open...i/riv/nazevZdroje	Proceedings of the 19th IFAC World Congress, 2014
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	3 (xsd:int)
http://linked.open...cetTvurcuVysledku	3 (xsd:int)
http://linked.open...vavai/riv/projekt	Excellence in human resources as a source of competitiveness Consistent Fusion in Networked Estimation Systems
http://linked.open...UplatneniVysledku	2014
http://linked.open...iv/tvurceVysledku	Straka, Ondřej Šimandl, Miroslav Duník, Jindřich
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2014-08-24 (xsd:date)
issn	1474-6670
number of pages	6 (xsd:int)
http://bibframe.org/vocab/doi	10.3182/20140824-6-ZA-1003.00611
http://purl.org/ne...btex#hasPublisher	Elsevier
https://schema.org/isbn	978-3-902823-62-5
http://localhost/t...ganizacniJednotka	23520

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