Abstract
The Extended Kalman Filter (EKF) has been one of the most widely used methods for non-linear estimation. In recent several decades people have realized that there are a lot of constraints in applications of the EKF for its hard implementation and intractability. In this paper an alternative estimation method is proposed, which takes advantage of the Unscented Transform thus approximating the true mean and variance more accurately. The method can be applied to non-linear systems without the linearization process necessary for the EKF, and it does not demand a Gaussian distribution of noise and its ease of implementation and more accurate estimation features enable it to demonstrate its good performance. Numerical experiments on satellite orbit determination and deformation data analysis show that the method is more effective than EKF in nonlinear problems.
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Zhao, D., Cai, Z., Zhang, C. (2008). Application of Unscented Kalman Filter in Nonlinear Geodetic Problems. In: Xu, P., Liu, J., Dermanis, A. (eds) VI Hotine-Marussi Symposium on Theoretical and Computational Geodesy. International Association of Geodesy Symposia, vol 132. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-74584-6_41
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DOI: https://doi.org/10.1007/978-3-540-74584-6_41
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-74583-9
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