This paper describes a Kalman filter for the real-time estimation of a rigid body orientation from measurements of acceleration, angular velocity and magnetic field strength. A quaternion representation of the orientation is computationally effective and avoids problems with singularities. The nonlinear relationship between estimated orientation and expected measurement prevent the usage of a c...

A new unscented Kalman filter controlled variablestructureinteracting multiple model technique is developed in this paper. The model set of this multiple model algorithm is built by different coordinated turn models. The corresponding turn rates and the state estimation process are realized by unscented Kalman filtering and ensures significant self-adjusting capabilities. The algorithm is disti...

The unscented Kalman filter (UKF) is formulated for the continuous-discrete state space model. The exact moment equations are solved approximately by using the unscented transform (UT) and the measurement update is obtained by computing the normal correlation, again using the UT. In contrast to the usual treatment, the system and measurement noise sequences are included from the start and are n...

In this paper, we propose a new particle filter based on sequential importance sampling. The algorithm uses a bank of unscented filters to obtain the importance proposal distribution. This proposal has two very "nice" properties. Firstly, it makes efficient use of the latest available information and, secondly, it can have heavy tails. As a result, we find that the algorithm outperforms standar...

In this study, an unscented particle filtering method based on an interacting multiple model (IMM) frame for a Markovian switching system is presented. The method integrates the multiple model (MM) filter with an unscented particle filter (UPF) by an interaction step at the beginning. The framework (interaction/mixing, filtering, and combination) is similar to that in a standard IMM filter, but...

Ground maneuvering target tracking is a class of nonlinear and/or no-Gaussian filtering problem. A new interacting multiple model unscented particle filter (IMMUPF) is presented to deal with the problem. A bank of unscented particle filters is used in the interacting multiple model (IMM) framework for updating the state of moving target. To validate the algorithm, two groups of multiple model f...

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...