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 order to improve filtering precision and restrain divergence caused by sensor faults or model mismatches for target tracking, a new adaptive unscented Kalman filter (N-AUKF) algorithm is proposed. First of all, the unscented Kalman filter (UKF) problem to be solved for systems involving model mismatches is described, after that, the necessary and sufficient condition with third order accurac...

The use of the direct filtering approach for INS/GNSS integrated navigation introduces nonlinearity into the system state equation. As the unscented Kalman filter (UKF) is a promising method for nonlinear problems, an obvious solution is to incorporate the UKF concept in the direct filtering approach to address the nonlinearity involved in INS/GNSS integrated navigation. However, the performanc...

A new adaptive Unscented Kalman Filter (UKF) algorithm for actuator failure estimation is proposed. A novel filter method with the ability to adapt to the statistical characteristics of noise is presented to improve the estimation accuracy of traditional UKFs. A new algorithm (Kalman Filter (KF) ‐based adaptive UKF), with the ability to adapt to the statistical characterist...

We consider the problem of nonlinear filtering under the circumstance of unknown covariance statistic of the measurement noise. A novel adaptive unscented Kalman filter (UKF) integrating variational Bayesian methods and fuzzy logic techniques is proposed in this paper. It is called fuzzy adaptive variational Bayesian UKF (FAVBUKF). Firstly, the sufficient statistics of the measurement noise var...

Purpose – The purpose of this paper is to estimate aerodynamic parameters accurately from flight data in the presence of unknown noise characteristics. Design/methodology/approach – The introduced adaptive filter scheme is composed of two parallel UKFs. At every time-step, the master UKF estimates the states and parameters using the noise covariance obtained by the slave UKF, while the slave UK...

Multiple sensor fusion for robot localisation and navigation has attracted a lot of interest in recent years. This paper describes a sensor based navigation approach using an interval analysis (IA) based adaptive mechanism for an Unscented Kalman filter (UKF). The robot is equipped with inertial sensors (INS), encoders and ultrasonic sensors. An UKF is used to estimate the robot position using ...

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 ...

Kalman filter is a well known adaptive filtering Algorithm, widely used for target tracking applications. When the system model and measurements are non linear, variation of Kalman filter like extended Kalman filter (EKF) and Unscented Kalman filters (UKF) are used. For obtaining reliable estimate of the target state, filter has to be tuned before the operation (off line).Tuning an UKF is the p...

Aimed at solving the problem of decreased filtering precision while maneuvering target tracking caused by non-Gaussian distribution and sensor faults, we developed an efficient interacting multiple model–unscented Kalman filter (IMM-UKF) algorithm. By dividing the IMM-UKF into two links, the algorithm introduces the cubature principle to approximate the probability density of the random variabl...