Some relations between extended and unscented Kalman filters

IEEE Transactions on Signal Processing

Volumn 60, Issue 2, 2012, Pages 545-555

  Gustafsson, Fredrik ^a   Hendeby, Gustaf ^b  

^a LINKÖPING UNIVERSITY   (Sweden)

^b SWEDISH DEFENCE RESEARCH AGENCY   (Sweden)

Author keywords

Extended Kalman filter (EKF); transformations; unscented Kalman filter (UKF)

Indexed keywords

CONDITIONAL EXPECTATION; LINEARIZED MODELS; OBSERVATION MODEL; POSTERIOR DISTRIBUTIONS; SECOND-ORDER TAYLOR EXPANSION; SENSOR NETWORK APPLICATIONS; SIGMA POINT; SYSTEM MODELS; UNSCENTED KALMAN FILTER; UNSCENTED TRANSFORMATIONS;

ALGORITHMS; BEARINGS (MACHINE PARTS); EXTENDED KALMAN FILTERS; FUNCTION EVALUATION; LINEARIZATION; MATHEMATICAL TRANSFORMATIONS; RICCATI EQUATIONS; SENSOR NETWORKS; TARGET TRACKING;

NONLINEAR FILTERING;

EID: 84855949070     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2011.2172431     Document Type: Article

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