Title
Robust strong tracking unscented Kalman filter for non-linear systems with unknown inputs
Abstract
This paper proposes a state estimation approach 'robust strong tracking unscented Kalman filter with unknown inputs' that can be applied to non-linear systems with unknown inputs. Specifically, the non-linear state and measurement equations are linearised by statistical linearisation. Then, the estimation equation of the unknown input is derived based on the weighted least squares method. The multiple suboptimal fading factor is introduced into a priori error covariance matrix to improve the tracking ability for the inaccuracy of the system model and the abrupt change of state variables caused by unknown inputs. Finally, based on the unbiased minimum variance estimation, the unbiased state estimation and the error covariance matrix are derived. Singular value decomposition is performed on the error covariance matrix to improve the stability of the algorithm. Simulated results validate the effectiveness of the proposed method.
Year
DOI
Venue
2022
10.1049/sil2.12098
IET SIGNAL PROCESSING
Keywords
DocType
Volume
multiple suboptimal fading factor, unbiased minimum variance, unknown inputs, unscented Kalman filter
Journal
16
Issue
ISSN
Citations 
3
1751-9675
0
PageRank 
References 
Authors
0.34
18
6
Name
Order
Citations
PageRank
Xinghua Liu17614.84
Jianwei Guan200.34
Rui Jiang385.33
Xiang Gao400.34
Badong Chen591965.71
Shuzhi Sam Ge67786444.41