Study of the Stability and Determinant Method of Divergence for UKF

摘要：

In the paper, an determinant approach of divergence was provided based on the research of stability of unscented Kalman filter(UKF). The criterion and determinant method of filter divergence based on the definition of stability were brought forward. The divergence of the filter can be confirmed based on the 3 determinant conditions. It is a determinant method based on the whole filter process. It not only conquers the disadvantage of sensitive to outlier, but also improves the ability of resist outlier. It is benefit to decrease the misjudging risk and to enhance the reliability and veracity. The results of simulation indicate the veracity and validity of the method.

关键词： Unscented Kalman Filter(UKF) Stability Determinant Method Divergence Outlier

作者: Cheng Hong-bing Ni Shi-hong Huang Guo-rong Liu Hua-wei

作者单位: Air Force Engineering University Engineering College, Xi’an 710038 China

会议类型: 国际会议

会议名称: 2011 China Control and Decision Conference(2011中国控制与决策会议 CCDC)

会议地点: 四川绵阳

会议语种:英文

页码: 1172-1175

在线出版日期: 2011-05-23（万方平台首次上网日期，不代表论文的发表时间）