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  • The paper deals with an analysis and illustration of the impact of the sigma-point set rotation on the accuracy of the derivative-free approximation techniques and on the performance of filters utilizing these approximations. Namely, approximations based on the unscented transform and the Stirling interpolation are considered. It is shown that the covariance matrix factor used in the sigma-point set computation can be multiplied by an arbitrary rotation matrix which rotates the sigma-points along the surface of a hyper-ellipsoid defined by the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) greatly affecting the filter performance and therefore it needs to be carefully chosen. Choice of the appropriate sigma-point set rotation is discussed and its impact on the filter performance is illustrated using a bearing-only tracking example.
  • The paper deals with an analysis and illustration of the impact of the sigma-point set rotation on the accuracy of the derivative-free approximation techniques and on the performance of filters utilizing these approximations. Namely, approximations based on the unscented transform and the Stirling interpolation are considered. It is shown that the covariance matrix factor used in the sigma-point set computation can be multiplied by an arbitrary rotation matrix which rotates the sigma-points along the surface of a hyper-ellipsoid defined by the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) greatly affecting the filter performance and therefore it needs to be carefully chosen. Choice of the appropriate sigma-point set rotation is discussed and its impact on the filter performance is illustrated using a bearing-only tracking example. (en)
Title
  • On Sigma-Point Set Rotation in Derivative-Free Filters
  • On Sigma-Point Set Rotation in Derivative-Free Filters (en)
skos:prefLabel
  • On Sigma-Point Set Rotation in Derivative-Free Filters
  • On Sigma-Point Set Rotation in Derivative-Free Filters (en)
skos:notation
  • RIV/49777513:23520/14:43922883!RIV15-MSM-23520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(EE2.3.30.0013), S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...dnocenehoVysledku
  • 34372
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/14:43922883
http://linked.open...riv/jazykVysledku
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  • Kalman filtering; Nonlinear filters; Estimation theory; State estimation (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [39AC266373E1]
http://linked.open...v/mistoKonaniAkce
  • Salamanca, Spain
http://linked.open...i/riv/mistoVydani
  • Salamanca
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 17th International Conference on Information Fusion
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Straka, Ondřej
  • Šimandl, Miroslav
  • Duník, Jindřich
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • IEEE
https://schema.org/isbn
  • 978-84-9012-355-3
http://localhost/t...ganizacniJednotka
  • 23520
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