UKF design and stability for nonlinear stochastic systems with correlated noises

New Orleans, LA, Volume null, Issue null, 2007, Pages 6226-6231.

Cited by: 19|Views2
WOS SCOPUS EI

Abstract:

Based on the standard Unscented Kalman Filter (UKF), the modified UKF is presented for nonlinear stochastic systems with correlated noises. The modified UKF consists of the prediction equations and the measurement equations, and holds the sigma points chosen by Unscented Transformation (UT). The stability of the modified UKF for the nonli...More

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