Combined with strong tracking filter (STF) theory, the Strong Tracking Square-Root Unscented Kalman Filter (UKF)-based satellite attitude determination algorithm is proposed in this paper. QR decomposition and Cholesyk decomposition are introduced in this paper, which improves the stability of filter. In addition, by introduced adaptive fading factor, the prediction error covariance matrix can ...

this paper studies the use of unscented kalman filters (ukf) to estimate nonlinear dynamics and, specifically, adaptive determination of scaling parameters in these filters. due to lack of analytic solution and use of numerical methods instead, the computational load of these filters increases drastically. in this paper, a new method is proposed based on interactive multiple models (imm) which ...

In this note, we illustrate the effect of nonlinear state propagation in the unscented Kalman filter (UKF). We consider a simple nonlinear system, consisting of a two-axis inertial measurement unit. Our intent is to show that the propagation of a set of sigma points through a nonlinear process model in the UKF can produce a counterintuitive (but correct) updated state estimate. We compare the r...

In this paper, the approximation of nonlinear systems using unscented Kalman filter (UKF) is discussed, and the conditions for the convergence of the UKF are derived. The detection of faults from residuals generated by the UKF is presented. As fault detection often reduced to detecting irregularities in the residuals, such as the mean, the local approach, a powerful statistical technique to det...

This paper presents sensor data fusion using Unscented Kalman Filter (UKF) to implement high performance vestibulo-ocular reflex (VOR) based vision tracking system for mobile robots. Information from various sensors is required to be integrated using an efficient sensor fusion algorithm to achieve a continuous and robust vision tracking system. We use data from low cost accelerometer, gyroscope...

For the general nonlinear systems, a universal weighted measurement fusion (WMF) algorithm is presented via the Taylor series expansion method. Based on the proposed fusion algorithm and the well-known Unscented Kalman Filter (UKF), the WMF-UKF is presented. It is proven that the proposed WMF-UKF asymptotically approaches to the centralized measurement fusion UKF (CMF-UKF) with the increase of ...