Robust unscented Kalman filter with adaptation of process and measurement noise covariances

作者: Wenling Li , Shihao Sun , Yingmin Jia , Junping Du

DOI: 10.1016/J.DSP.2015.09.004

关键词:

摘要: … One main concern for Kalman filter is that it … by the Kalman filter in a least-squares sense. The adaptation of noise covariances has been an important topic for developing robust Kalman …

参考文章(49)
F. Leisen, L. Martino, J. Corander, ON MULTIPLE TRY SCHEMES AND THE PARTICLE METROPOLIS-HASTINGS ALGORITHM viXra. ,(2014)
Christophe Andrieu, Arnaud Doucet, Roman Holenstein, Particle Markov chain Monte Carlo methods Journal of The Royal Statistical Society Series B-statistical Methodology. ,vol. 72, pp. 269- 342 ,(2010) , 10.1111/J.1467-9868.2009.00736.X
Li Wenling, Jia Yingmin, Du Junping, Windowing-based adaptive unscented Kalman filter for spacecraft relative navigation chinese control conference. pp. 5136- 5141 ,(2015) , 10.1109/CHICC.2015.7260441
X.-M. Shen, L. Deng, Game theory approach to discrete H/sub /spl infin// filter design IEEE Transactions on Signal Processing. ,vol. 45, pp. 1092- 1095 ,(1997) , 10.1109/78.564201
N. Chopin, P. E. Jacob, O. Papaspiliopoulos, SMC^2: an efficient algorithm for sequential analysis of state-space models Journal of The Royal Statistical Society Series B-statistical Methodology. ,vol. 75, pp. 397- 426 ,(2013) , 10.1111/J.1467-9868.2012.01046.X
Shesheng Gao, Gaoge Hu, Yongmin Zhong, Windowing and random weighting-based adaptive unscented Kalman filter International Journal of Adaptive Control and Signal Processing. ,vol. 29, pp. 201- 223 ,(2015) , 10.1002/ACS.2467
Chingiz Hajiyev, Halil Ersin Soken, Robust adaptive unscented Kalman filter for attitude estimation of pico satellites International Journal of Adaptive Control and Signal Processing. ,vol. 28, pp. 107- 120 ,(2014) , 10.1002/ACS.2393
Vladimir Stojanovic, Novak Nedic, Robust Kalman filtering for nonlinear multivariable stochastic systems in the presence of non‐Gaussian noise International Journal of Robust and Nonlinear Control. ,vol. 26, pp. 445- 460 ,(2016) , 10.1002/RNC.3319