Novel SPKF-GSPKF
Shutian Liu · Jisuanji fangzhen · 2008
Mended algorithms called as the global SPKF(GSPKF)were proposed.In the GSPKF,the weights of Sigma-Points are decided by the probabilities at which they are chosen,and they have explicitly physical meanings,and they are always positive which can guarantee the covariance matrix is positive.The Sigma-Points in the GSPKF can achieve the global imitation,and the GSPKF have clearer physical meanings than the SPKF.In theory,the GSPKF have the same accuracy of exact approximations to the expectation and covariance of a non-linear function with the SPKF,but the GSPKF gradually imitate them,therefore the effects of the GSPKF are no less than those of the SPKF.At last,the effects of filters were compared by simulations.