A new method for the nonlinear transformation of means and covariances in filters and estimators

IEEE Transactions on Automatic Control

Volumn 45, Issue 3, 2000, Pages 477-482

  Julier, Simon ^a   Uhlmann, Jeffrey ^b   Durrant Whyte, Hugh F ^c  

^a IDAK Industries   (United States)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c Department of Mechanical and Mechatronic Engineering ^*  (Australia)

Author keywords

Covariance matrices; Estimation; Filtering; Missile detection and tracking; Mobile robots; Nonlinear filters; Prediction methods

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; DISCRETE TIME CONTROL SYSTEMS; LINEARIZATION; MATHEMATICAL MODELS; MOBILE ROBOTS; MONTE CARLO METHODS; NONLINEAR SYSTEMS; PARAMETER ESTIMATION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; THEOREM PROVING;

COVARIANCE MATRIX; EXTENDED KALMAN FILTER; NONLINEAR FILTER;

KALMAN FILTERING;

EID: 0033723743     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.847726     Document Type: Article

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