The Scaled Unscented Transformation
نویسنده
چکیده
This paper describes a generalisation of the unscented transformation (UT) which allows sigma points to be scaled to an arbitrary dimension. The UT is a method for predicting means and covariances in nonlinear systems. A set of samples are deterministically chosen which match the mean and covariance of a (not necessarily Gaussian-distributed) probability distribution. These samples can be scaled by an arbitrary constant. The method guarantees that the mean and covariance second order accuracy in mean and covariance, giving the same performance as a second order truncated filter but without the need to calculate any Jacobians or Hessians. The impacts of scaling issues are illustrated by considering conversions from polar to Cartesian coordinates with large angular uncertainties.
منابع مشابه
Boost phase tracking with an unscented filter
Boost phase missile tracking is formulated as a nonlinear parameter estimation problem, initialized with an unscented transformation, and updated with a scaled unscented Kalman filter.
متن کاملExtended and Unscented Filtering Algorithms in Nonlinear Fractional Order Systems with Uncertain Observations
This paper is concerned with the state estimation problem in nonlinear fractional order discrete state-space systems with uncertain observations, when the random interruptions in the observation process are modelled by independent Bernoulli random variables. Two filtering algorithms are proposed for this class of systems; the first one is a generalization of the extended fractional Kalman filte...
متن کاملCovariance estimation for minimal geometry solvers via scaled unscented transformation
Covariance is a well-established characterization of the output uncertainty for estimators dealing with noisy data. It is conventionally estimated via first-order forward propagation (FOP) of input covariance. However, since FOP employs a local linear approximation of the estimator, its reliability is compromised in the case of nonlinear transformations. An alternative method, scaled unscented ...
متن کاملSensorless Speed Control of Permanent Magnet Synchronous Motor by Unscented Kalman Filter using Various Scaling Parameters
This paper investigates the application, design and implementation of unscented Kalman filter observer using the various scaling parameters for the sensorless speed control of a permanent magnet synchronous motor. The principles of unscented transformation and unscented Kalman filter are examined and their applications are explained. Typically the mapping transformation process is divided into ...
متن کاملپخش بار احتمالاتی با استفاده از تبدیل بی بوی کروی
Today's with the increasing development of distributed energy resources, power system analysis has been entered a new level of attention. Since the majority of these types of energy resources are affected by environmental conditions, the uncertainty in the power system has been expanded; so probabilistic analysis has become more important. Among the various methods of probabilistic analysis, po...
متن کامل