A Comparison of the Extended and Unscented Kalman Filters for Discrete-Time Systems with Nondifferentiable Dynamics
J. Chandrasekar, A. J. Ridley, Dennis S. Bernstein · Proceedings of the ... American Control Conference/Proceedings of the American Control Conference · 2007
We compare the performance of the extended Kalman filter, the unscented Kalman filter, and two extensions of the Hinfinfilter when applied to discrete-time nonlinear state estimation problems with nondifferentiable dynamics. We compare the performance of all the estimation techniques on simple nonlinear examples and finally consider state estimation of one-dimensional hydrodynamic flow based on a finite volume model that contains nondifferentiable nonlinearities.