loading
Papers

Research.Publish.Connect.

Paper

Paper Unlock

Authors: Guoliang Liu ; Florentin Wörgötter and Irene Markelić

Affiliation: University of Göttingen, Germany

ISBN: 978-989-8565-01-3

Keyword(s): Nonlinear Estimation, Sensor Fusion, Unscented Information Filter, Square-root Unscented Information Filter.

Related Ontology Subjects/Areas/Topics: Data Manipulation ; Distributed and Collaborative Signal Processing ; Sensor Data Fusion ; Sensor Networks ; Signal Processing ; Statistical and Adaptive Signal Processing

Abstract: This paper presents a new recursive Bayesian estimation method, which is the square-root unscented information filter (SRUIF). The unscented information filter (UIF) has been introduced recently for nonlinear system estimation and sensor fusion. In the UIF framework, a number of sigma points are sampled from the probability distribution of the prior state by the unscented transform and then propagated through the nonlinear dynamic function and measurement function. The new state is estimated from the propagated sigma points. In this way, the UIF can achieve higher estimation accuracies and faster convergence rates than the extended information filter (EIF). As the extension of the original UIF, we propose to use the square-root of the covariance in the SRUIF instead of the full covariance in the UIF for estimation. The new SRUIF has better numerical properties than the original UIF, e.g., improved numerical accuracy, double order precision and preservation of symmetry.

PDF ImageFull Text

Download
CC BY-NC-ND 4.0

Sign In Guest: Register as new SciTePress user now for free.

Sign In SciTePress user: please login.

PDF ImageMy Papers

You are not signed in, therefore limits apply to your IP address 34.204.203.142

In the current month:
Recent papers: 100 available of 100 total
2+ years older papers: 200 available of 200 total

Paper citation in several formats:
Liu, G.; Wörgötter, F. and Markelić, I. (2012). THE SQUARE-ROOT UNSCENTED INFORMATION FILTER FOR STATE ESTIMATION AND SENSOR FUSION.In Proceedings of the 1st International Conference on Sensor Networks - Volume 1: SENSORNETS, ISBN 978-989-8565-01-3, pages 169-173. DOI: 10.5220/0003839101690173

@conference{sensornets12,
author={Guoliang Liu. and Florentin Wörgötter. and Irene Markelić.},
title={THE SQUARE-ROOT UNSCENTED INFORMATION FILTER FOR STATE ESTIMATION AND SENSOR FUSION},
booktitle={Proceedings of the 1st International Conference on Sensor Networks - Volume 1: SENSORNETS,},
year={2012},
pages={169-173},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0003839101690173},
isbn={978-989-8565-01-3},
}

TY - CONF

JO - Proceedings of the 1st International Conference on Sensor Networks - Volume 1: SENSORNETS,
TI - THE SQUARE-ROOT UNSCENTED INFORMATION FILTER FOR STATE ESTIMATION AND SENSOR FUSION
SN - 978-989-8565-01-3
AU - Liu, G.
AU - Wörgötter, F.
AU - Markelić, I.
PY - 2012
SP - 169
EP - 173
DO - 10.5220/0003839101690173

Login or register to post comments.

Comments on this Paper: Be the first to review this paper.