A UKF Algorithm Based on the Singular Value Decomposition of State Covariance

CORC > 沈阳自动化研究所 > 中国科学院沈阳自动化研究所 > 机器人学研究室

	A UKF Algorithm Based on the Singular Value Decomposition of State Covariance
	Ma YL(马玉龙); Wang ZQ(王志迁); Zhao XG(赵新刚); Han JD(韩建达); He YQ(何玉庆)
	2010
会议名称	2010 8th World Congress on Intelligent Control and Automation (WCICA 2010)
会议日期	July 7-9, 2010
会议地点	Jinan, China
关键词	diagonal similar decomposition symmetrical sample UKF stability positive semidefinite
页码	5830-5835
中文摘要	One of the existing problems of General UKF is the stability problem due to the strong nonlinearity and the complexity of the system. When the algorithm can't ensure the state covariance to be positive semidefinite, the precision will be decreased or even general UKF will be halted. Based on the singular value decomposition of state covariance, this paper proposes a modified UKF algorithm which can enhance the state covariance to be positive semidefinite. Comparing to the general UKF, the SVDUKF algorithm releases the condition of the positive semi-definite of state covariance. Numeric simulation experiments demonstrate the effectiveness of the algorithm.
收录类别	EI ; CPCI（ISTP）
产权排序	1
会议主办者	IEEE
会议录	2010 8th World Congress on Intelligent Control and Automation (WCICA 2010)
会议录出版者	IEEE
会议录出版地	Piscataway, NJ, USA
语种	英语
ISBN号	978-1-4244-6712-9
WOS记录号	WOS:000295959506088
内容类型	会议论文
源URL	[http://ir.sia.cn/handle/173321/8529]
专题	沈阳自动化研究所_机器人学研究室
推荐引用方式 GB/T 7714	Ma YL,Wang ZQ,Zhao XG,et al. A UKF Algorithm Based on the Singular Value Decomposition of State Covariance[C]. 见:2010 8th World Congress on Intelligent Control and Automation (WCICA 2010). Jinan, China. July 7-9, 2010.