UDUT Continuous-Discrete Unscented Kalman Filtering
Shaolin Lv, Jiabin Chen, Zhide Liu · 2008
In this paper the UDUTcontinuous-discrete unscented Kalman filter (UKF) for state estimation of continuous-time nonlinear systems is proposed. UDUTscalar update is introduced into the measurement update procedure of continuous-discrete UKF (CDUKF). It is pointed out that this form is sometimes more efficient than the standard CDUKF. Computational complexity of the two forms of CDUKF is analyzed. Reentry vehicle tracking problem is used to demonstrate that the UDUTCDUKF is sometimes faster than the standard form.