A Novel Extended Unscented Kalman Filter Is Designed Using the Higher-Order Statistical Property of the Approximate Error of the System Model
Abstract
:1. Introduction
2. Unscented Kalman Filtering Algorithm
3. Unscented Kalman Filtering Algorithm Considering High-Order Approximate Error
- Forecasting Phase:
4. Comparative Analysis of HUKF and UKF Performance
4.1. Performance Analysis of the Prediction Phase
4.2. Performance Analysis of the Update Phase
5. Simulation
5.1. Simulation 1
5.2. Simulation 2
5.3. Summary of Simulation Results
6. Conclusions
Author Contributions
Funding
Institutional Review Board Statement
Informed Consent Statement
Data Availability Statement
Conflicts of Interest
References
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State | RMSD of X1 | RMSD of X2 | |
---|---|---|---|
Methods | |||
UKF | 0.936764 | 0.926681 | |
First-order estimate | 0.875919 | 0.857522 | |
Improvement | 6.50% | 7.46% | |
Second-order estimate | 0.874897 | 0.856663 | |
Improvement | 6.60% | 7.56% | |
Third-order estimate | 0.874817 | 0.856622 | |
Improvement | 6.61% | 7.56% |
State | RMSD of X1 | RMSD of X2 | |
---|---|---|---|
Methods | |||
UKF | 1.93416 | 0.683426 | |
First-order estimate | 1.79871 | 0.646101 | |
Improvement | 7.00% | 5.46% | |
Second-order estimate | 1.78669 | 0.642469 | |
Improvement | 7.62% | 5.99% | |
Third-order estimate | 1.78524 | 0.642038 | |
Improvement | 7.70% | 6.06% |
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Li, C.; Wen, C. A Novel Extended Unscented Kalman Filter Is Designed Using the Higher-Order Statistical Property of the Approximate Error of the System Model. Actuators 2024, 13, 169. https://doi.org/10.3390/act13050169
Li C, Wen C. A Novel Extended Unscented Kalman Filter Is Designed Using the Higher-Order Statistical Property of the Approximate Error of the System Model. Actuators. 2024; 13(5):169. https://doi.org/10.3390/act13050169
Chicago/Turabian StyleLi, Chengyi, and Chenglin Wen. 2024. "A Novel Extended Unscented Kalman Filter Is Designed Using the Higher-Order Statistical Property of the Approximate Error of the System Model" Actuators 13, no. 5: 169. https://doi.org/10.3390/act13050169