Combined Kalman and sliding innovation filtering: An adaptive estimation strategy

This paper proposes a new adaptive estimation strategy for a nonlinear system with modeling uncertainties. The extended Kalman filter (EKF) and unscented Kalman filter (UKF) are optimal estimators which have been used extensively for state estimation in literature and industry. While the EKF uses a first order Taylor series expansion to approximate nonlinearities, the UKF uses sigma points from the projected probability distribution of states. …