Novel Simplex Unscented Transform and Filter

• 出 处: Journal of Electronic Science and Technology of China
• 发表日期: 2008年01期
• 关键词: unscented simplex Simplex spherical filtering covariance sigma satisfy weights i

In this paper,a new simplex unscented transform(UT)based Schmidt orthogonal algorithm and a new filter method based on this transform are proposed.This filter has less computation consumption than UKF(unscented Kalman filter),SUKF(simplex unscented Kalman filter)and EKF(extended Kalman filter).Computer simulation shows that this filter has the same performance as UKF and SUKF,and according to the analysis of the computational requirements of EKF,UKF and SUKF,this filter has preferable practicality value.Finally,the appendix shows the efficiency for this UT.

In this paper, a new simplex unscented transform (UT) based Schmidt orthogonal algorithm and a new filter method based on this transform are presented. This filter has less computation consumption than UKF (unscented Kalman filter), SUKF (simplex unscented Kalman filter) and EKF (extended Kalman filter) .Computer simulation shows that this filter has the same performance as UKF and SUKF, and according to the analysis of the computational requirements of EKF, UKF and SUKF, this filter has a preferred practicality value .Finally, the appendix shows the efficiency for this UT.