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dc.contributor.authorMenegaz, H.M.T.
dc.contributor.authorIshihara, J.Y.
dc.contributor.authorBorges, G.A.
dc.contributor.authorVargas, A.N.
dc.date.accessioned2016-06-13T13:33:50Z
dc.date.available2016-06-13T13:33:50Z
dc.date.issued2015-12-31
dc.identifier.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/20.500.11824/251
dc.description.abstractIn this paper, we propose a systematization of the (discrete-time) Unscented Kalman Filter (UKF) theory. We gather all available UKF variants in the literature, present corrections to theoretical inconsistencies, and provide a tool for the construction of new UKF's in a consistent way. This systematization is done, mainly, by revisiting the concepts of Sigma-Representation, Unscented Transformation (UT), Scaled Unscented Transformation (SUT), UKF, and Square-Root Unscented Kalman Filter (SRUKF). Inconsistencies are related to 1) matching the order of the transformed covariance and cross-covariance matrices of both the UT and the SUT; 2) multiple UKF definitions; 3) issue with some reduced sets of sigma points described in the literature; 4) the conservativeness of the SUT; 5) the scaling effect of the SUT on both its transformed covariance and cross-covariance matrices; and 6) possibly ill-conditioned results in SRUKF's. With the proposed systematization, the symmetric sets of sigma points in the literature are formally justified, and we are able to provide new consistent variations for UKF's, such as the Scaled SRUKF's and the UKF's composed by the minimum number of sigma points. Furthermore, our proposed SRUKF has improved computational properties when compared to state-of-the-art methods.
dc.formatapplication/pdf
dc.language.isoengen_US
dc.rightsReconocimiento-NoComercial-CompartirIgual 3.0 Españaen_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-sa/3.0/es/en_US
dc.subjectUnscented Kalman Filter (UKF)
dc.subjectUnscented Transformation (UT)
dc.titleA Systematization of the Unscented Kalman Filter Theory
dc.typeinfo:eu-repo/semantics/articleen_US
dc.identifier.doi10.1109/TAC.2015.2404511
dc.relation.publisherversionhttp://ieeexplore.ieee.org/xpl/articleDetails.jsp?reload=true&arnumber=7042740
dc.rights.accessRightsinfo:eu-repo/semantics/openAccessen_US
dc.type.hasVersioninfo:eu-repo/semantics/acceptedVersionen_US
dc.journal.titleIEEE Transactions on Automatic Controlen_US


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Reconocimiento-NoComercial-CompartirIgual 3.0 España
Except where otherwise noted, this item's license is described as Reconocimiento-NoComercial-CompartirIgual 3.0 España