Conference
Generalizing the unscented Kalman filter for state estimation
Abstract
The recent generalized unscented transform (GenUT) is formulated into a recursive Kalman filter framework. The GenUT constrains 2n + 1 sigma points and their weights to match the first four statistical moments of a probability distribution. The GenUT integrates well into the unscented Kalman filter framework, creating what we call the generalized unscented Kalman filter (GUKF). The measurement update equations for the skewness and kurtosis are …
Authors
Butler Q; Hilal W; Sicard B; Ziada Y; Gadsden SA
Volume
12547
Publisher
SPIE, the international society for optics and photonics
Publication Date
June 14, 2023
DOI
10.1117/12.2664227
Name of conference
Signal Processing, Sensor/Information Fusion, and Target Recognition XXXII
Conference proceedings
Proceedings of SPIE--the International Society for Optical Engineering
ISSN
0277-786X