On the convergence of the unscented Kalman filter
نویسندگان
چکیده
A convergence analysis of the modified unscented Kalman filter (UKF), used as an observer for a class nonlinear deterministic continuous time systems, is presented. Under certain conditions, extended (EKF) exponential non-linear i.e., dynamics estimation error exponentially stable. It shown that unlike EKF, UKF not converging observer. modification – proposed, which better candidate This paper first step towards proof global high-gain version UKO.
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ژورنال
عنوان ژورنال: European Journal of Control
سال: 2021
ISSN: ['0947-3580', '1435-5671']
DOI: https://doi.org/10.1016/j.ejcon.2020.05.003