Journal of Aerospace System Engineering (항공우주시스템공학회지)

The Society for Aerospace System Engineering (항공우주시스템공학회)
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Study on Nonlinear Filter Using Unscented Transformation Update

무향변환을 이용한 비선형 필터에 대한 연구

  • Yoon, Jangho (Dept. of Aviation Maintenance, Far East University)
  • 윤장호 (극동대학교 항공정비학과)
  • Received : 2015.11.09
  • Accepted : 2015.12.21
  • Published : 2016.03.31
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Abstract

The optimal estimation of a general continuous-discrete system can be achieved through the solution of the Fokker-Planck equation and the Bayesian update. Due the high nonlinearity of the equation of motion of the system and the measurement model, it is necessary to linearize the both equation. To avoid linearization, the filter based on Fokker-Planck equation is designed. with the unscented transformation update mechanism, in which the associated Fokker-Planck equation was solved efficiently and accurately via discrete quadrature and the measurement update was done through the unscented transformation update mechanism. This filter based on the Direct Quadrature Moment of Method(DQMOM) and the unscented transformation update is applied to the bearing only target tracking problem. The proposed filter can still provide more accurate estimation of the state than those of the extended Kalman filter especially when measurements are sparse. Simulation results indicate that the advantages of the proposed filter based on the DQMOM and the unscented transformation update make it a promising alternative to the extended Kalman filter.

Keywords

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