UDUT Continuous-Discrete Unscented Kalman Filtering


In this paper the UDU<sup>T</sup> continuous-discrete unscented Kalman filter (UKF) for state estimation of continuous-time nonlinear systems is proposed. UDU<sup>T</sup> scalar update is introduced into the measurement update procedure of continuous-discrete UKF (CDUKF). It is pointed out that this form is sometimes more efficient than the standard CDUKF… (More)


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