The Higher Order Unscented Filter

Dirk Tenne; Tarunraj Singh

The Higher Order Unscented Filter

Dirk Tenne
, Tarunraj Singh

Department of Mechanical and Aerospace Engineering

SUNY Buffalo

Research output: Contribution to journal › Conference article › peer-review

92 Scopus citations

Abstract

This article proposes a technique for the selection of the σ-set for a probability distribution approximation filter, i.e. the unscented filter. The σ-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3^rd order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3^rd order only. Two benchmark problems are used to corroborate the proposed solution.

Original language	English
Pages (from-to)	2441-2446
Number of pages	6
Journal	Proceedings of the American Control Conference
Volume	3
State	Published - 2003
Event	2003 American Control Conference - Denver, CO, United States Duration: Jun 4 2003 → Jun 6 2003

Cite this

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title = "The Higher Order Unscented Filter",

abstract = "This article proposes a technique for the selection of the σ-set for a probability distribution approximation filter, i.e. the unscented filter. The σ-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3rd order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3rd order only. Two benchmark problems are used to corroborate the proposed solution.",

author = "Dirk Tenne and Tarunraj Singh",

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language = "English",

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journal = "Proceedings of the American Control Conference",

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AU - Tenne, Dirk

AU - Singh, Tarunraj

PY - 2003

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N2 - This article proposes a technique for the selection of the σ-set for a probability distribution approximation filter, i.e. the unscented filter. The σ-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3rd order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3rd order only. Two benchmark problems are used to corroborate the proposed solution.

AB - This article proposes a technique for the selection of the σ-set for a probability distribution approximation filter, i.e. the unscented filter. The σ-set is selected so as to capture the higher order input statistics. The Taylor series expansion is used to illustrate that the 3rd order and higher statistics of the nonlinear transformation can be reproduced while the unscented filter captures the statistics up to the 3rd order only. Two benchmark problems are used to corroborate the proposed solution.

UR - https://www.scopus.com/pages/publications/0142153089

M3 - Conference article

AN - SCOPUS:0142153089

SN - 0743-1619

VL - 3

SP - 2441

EP - 2446

JO - Proceedings of the American Control Conference

JF - Proceedings of the American Control Conference

T2 - 2003 American Control Conference

Y2 - 4 June 2003 through 6 June 2003

ER -

The Higher Order Unscented Filter

Abstract

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