Article details

Title: New Approach in the Systems Integration
Author(s): Milos Sotak   Robert Breda            

Abstract: The paper will point out the inherent shortcomings in using the extended Kalman filter and presents, as an alternative, a family of improved derivativeless nonlinear Kalman filters called Unscented Kalman filters. UKFs use a carefully selected set of sample points to more accurately map the probability distribution than the linearization used in standard extended Kalman filter, leading to faster convergence from inaccurate initial conditions in position/attitude estimation problems. UKF has become increasingly accepted as an alternative of EKF for nonlinear estimation, due to derivative-free filtering mechanization and higher-order approximation.

Keywords: navigation, EKF, UKF.

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