R. van der Merwe and E. A. Wan. The square-root unscented kalman lter for state and parameter-estimation. In To appear in International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City, Utah, May 2001. Home/Search Document Not in Database Summary Related Articles Check |
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The Unscented Kalman Filter - Wan, van der Merwe (2001) (12 citations) Self-citation (Van der merwe Wan) (Correct)
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R. van der Merwe and E. A. Wan. The square-root unscented kalman lter for state and parameter-estimation. In To appear in International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City, Utah, May 2001.
Chapter 7 The Unscented Kalman Filter - Wan, van der Merwe (2001) Self-citation (Van der merwe Wan) (Correct)
....for the new square root lters are given in Table 7.7.1 for stateestimation and 7.7.2 for parameter estimation. Below we describe the key parts of the square root algorithms, and how they contrast with the standard implementations. Experimental results and further discussion is presented in [50, 51]. 12 See [40] for theoretical and implementation details. 42 7.7. CONCLUSIONS Initialize with: x 0 = E [x 0 ] S 0 = chol E[ x 0 x 0 ) x 0 x 0 ) T ] 7.135) For k 2 f1; 1g, Sigma point calculation and time update: X k 1 = x k 1 x k 1 S k x k 1 S k ] 7.136) ....
R. van der Merwe and E. A. Wan. The square-root unscented kalman lter for state and parameter-estimation. In To appear in International Conference on Acoustics, Speech, and Signal Processing, Salt Lake City, Utah, May 2001.
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