A skewed unscented Kalman filter. Issue 12 (1st December 2016)

• Record Type: Journal Article
• Authors: Rezaie, Javad; Eidsvik, Jo
• Is Part Of: International journal of control. Volume 89:Issue 12(2016)
• Page Start: 2572
• Page End: 2583
• Publication Date: 2016-12-01
• Subjects: State estimation -- unscented Kalman filter -- skewness -- nonlinear systems -- closed skew normal distribution; Automatic control -- Periodicals; Electronic journals; 629.8
• DOI: 10.1080/00207179.2016.1171912
• Languages: English
• ISSNs: 0020-7179

Abstract

ABSTRACT: State estimation of nonlinear systems is a challenging task, especially when the Gaussian approximation fails. The unscented Kalman filter was proposed to deal with state estimation of nonlinear systems. We modify the traditional unscented Kalman filter to capture the third-order moment (skewness) of the state vector. Methods are also proposed to reduce the computation time of the suggested approach, and showing that the proposed algorithm is as fast as the unscented Kalman filter. Simulation results confirm that the method is better than, or at least as good as, the unscented Kalman filter.