THE UNSCENTED KALMAN FILTER, A POWERFUL TOOL FOR DATA ANALYSIS
2004 ◽
Vol 14
(06)
◽
pp. 2093-2105
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Keyword(s):
We present a derivation of the unscented Kalman filter (UKF) as an approximation to the optimal Bayesian filter equations. The potentials of the UKF are then demonstrated for the problem of simultaneous estimation of states and parameters from noise corrupted data of nonlinear dynamical systems. The UKF even works for the chaotic Chua system which includes nondifferentiable terms.
2014 ◽
Vol 2
(3)
◽
pp. 310-315
◽
2007 ◽
Vol 42
(2)
◽
pp. 283-321
◽
1994 ◽
Vol 5
(2)
◽
pp. 279-297
◽
Keyword(s):
2020 ◽
Vol 65
(5)
◽
pp. 2278-2285
2012 ◽
Vol 256-259
◽
pp. 2347-2353
2016 ◽
Vol 48
(1)
◽
pp. 2-14