A discontinuous unscented kalman filter for non-smooth dynamic problems
- Submitting institution
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University of Oxford
- Unit of assessment
- 12 - Engineering
- Output identifier
- 9427
- Type
- D - Journal article
- DOI
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10.3389/fbuil.2017.00056
- Title of journal
- Frontiers in Built Environment
- Article number
- 56
- First page
- -
- Volume
- 3
- Issue
- -
- ISSN
- 2297-3362
- Open access status
- Compliant
- Month of publication
- October
- Year of publication
- 2017
- URL
-
-
- Supplementary information
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-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
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1
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This paper presents a modification of the Unscented Kalman Filter for it to cope with non-smooth dynamic problems. The occurring algorithm, termed DUKF, is not affected by the variable observability problems of non-smooth dynamic problems. The paper further discusses why the UKF, while substantially robust in handling difficult nonlinearities, may deviate when applied to systems involving non-smooth dynamics. The addition of DUKF to the previously introduced DEKF algorithm completes the framework of discontinuous modifications to non-linear Kalman Filters, enabling researchers to implement the modification to a very broad family of algorithms.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -