Noise Covariance Identification Based Adaptive UKF with Application to Mobile Robot Systems

@article{Song2007NoiseCI,
  title={Noise Covariance Identification Based Adaptive UKF with Application to Mobile Robot Systems},
  author={Qi Song and Zhe Jiang and Jianda Han},
  journal={Proceedings 2007 IEEE International Conference on Robotics and Automation},
  year={2007},
  pages={4164-4169}
}
A novel adaptive unscented Kalman filter (UKF) based on dual estimation structure is proposed. The filter is composed of two parallel master-slave UKFs, while the master one estimates the states and the slave one estimates the diagonal elements of the noise covariance matrix for the master UKF. By estimating the noise covariance online, the proposed method… CONTINUE READING