A Brief Tutorial On Recursive Estimation With Examples From Intelligent Vehicle Applications (Part III): Handling Nonlinear Estimation Problems And The Unscented Kalman Filter

Hao Li (1)

1 CAOR - Centre de Robotique

This is the third article of the series "A brief tutorial on recursive estimation". In this article, we focus on the problem of how to handle model nonlinearity (concerning both the system model and the measurement model) in recursive estimation. We will review an important variant of the KF, i.e. the unscented Kalman filter (UKF), which is dedicated to nonlinear estimation problems.

Mots clés: recursive estimation; model nonlinearity; unscented Kalman filter (UKF); intelligent vehicles

Domaines: Automatique

Hao Li. A Brief Tutorial On Recursive Estimation With Examples From Intelligent Vehicle Applications (Part III): Handling Nonlinear Estimation Problems And The Unscented Kalman Filter. 2014. ⟨hal-01054709⟩