Stability Analysis of UKF and Its Application in Relative Navigation
Yongchun Xie · Journal of Astronautics · 2010
In this paper,the authors analyse the stochastic stability of the UKF for nonlinear stochastic discrete-time system with linear transition function. It is shown that the estimation error remains bounded if the system satisfies the sufficient conditions,and adjusting the covariance matrixes of system noise and measurement noise could improve the performance of stochastic stability. At last,the UKF is applied to the design of relative navigation filter. The numerical simulation of the designed filter verifies these results of stochastic stability. The results of this paper are valuable theory reference for application of UKF in practice,especially in relative navigation.