A New Kind of Hybrid Iterated Unscented Kalman Filter

Unscented transformation is analyzed through the viewpoint of statistical linear regression,and iterated unscented Kalman filter(IUKF) is derived.The so-called hybrid iterated unscented Kalman filter is presented by incorperating secant method into IUKF in order to cope with the high-computation-cost problem.New filtering method is introduced into the example of univariate nonstationary growth model.Simulation results show that new method outperforms extended Kalman filter,iterated extended Kalman filter and unscented Kalman filter.The computation cost can be reduced relative to IUKF.