CAI Zhiwu, ZHAO Dongming. Unscented Kalman Filter for Non-linear Estimation[J]. Geomatics and Information Science of Wuhan University, 2006, 31(2): 180-183.
Citation: CAI Zhiwu, ZHAO Dongming. Unscented Kalman Filter for Non-linear Estimation[J]. Geomatics and Information Science of Wuhan University, 2006, 31(2): 180-183.

Unscented Kalman Filter for Non-linear Estimation

  • The extended Kalman filter is one of the most widely used methods for tracking and estimation of non-linear systems through linearizing non-linear models.In recent several decades people have realized that there are a lot of constraints in application of the EKF for its hard implementation and intractability.In this paper a new estimation method is proposed,which takes advantage of the Unscented Transformation method thus approximating the true mean and variance more accurately.The new method can be applied to non-linear systems without the linearization process necessary for the EKF,and it does not demand a Gaussian distribution of noise and what's more,its ease of implementation and more accurate estimation features enables it to demonstrate its good performance in numerical experiments of satellite orbit simulation.
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