A Comparison of the Extended and Unscented Kalman Filters for Discrete-Time Systems with Nondifferentiable Dynamics | IEEE Conference Publication | IEEE Xplore

A Comparison of the Extended and Unscented Kalman Filters for Discrete-Time Systems with Nondifferentiable Dynamics


Abstract:

We compare the performance of the extended Kalman filter, the unscented Kalman filter, and two extensions of the Hinfin filter when applied to discrete-time nonlinear sta...Show More

Abstract:

We compare the performance of the extended Kalman filter, the unscented Kalman filter, and two extensions of the Hinfin filter when applied to discrete-time nonlinear state estimation problems with nondifferentiable dynamics. We compare the performance of all the estimation techniques on simple nonlinear examples and finally consider state estimation of one-dimensional hydrodynamic flow based on a finite volume model that contains nondifferentiable nonlinearities.
Date of Conference: 09-13 July 2007
Date Added to IEEE Xplore: 30 July 2007
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Conference Location: New York, NY, USA

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