Adaptive unscented Kalman filter for parameter and state estimation of nonlinear high-speed objects
Fang Yi Deng, Jie Chen, Chen Chen · Journal of Systems Engineering and Electronics · 2013
An adaptive unscented Kalman filter (AUKF) and an augmented state method are employed to estimate the time-varying parameters and states of a kind of nonlinear high-speed objects. A strong tracking filter is employed to improve the tracking ability and robustness of unscented Kalman filter (UKF) when the process noise is inaccuracy, and wavelet transform is used to improve the estimate accuracy by the variance of measurement noise. An augmented square-root framework is utilized to improve the numerical stability and accuracy of UKF. Monte Carlo simulations and applications in the rapid trajectory estimation of hypersonic artillery shells confirm the effectiveness of the proposed method.