Unscented Kalman observer

Abstract : The extended Kalman filter is an exponentially converging observer as soon as it is written in a canonical form of observability and in its high-gain form. It is shown that unlike extended Kalman filter, unscented Kalman filter can not be an exponentially converging observer. We propose a slight modification of the unscented Kalman filter to build an exponentially converging observer called unscented Kalman observer. Performances of this new observer are illustrated on an example of geolocation problem.
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Submitted on : Friday, September 13, 2019 - 3:07:46 PM
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Assia Daid, Eric Busvelle, Mohamed Aidene. Unscented Kalman observer. International Conference on Systems and Control, 2019, Marrakesh, Morocco. ⟨hal-02286201⟩

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