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The unscented Kalman filter (UKF) is an extension of the Kalman filter for nonlinear systems where a set of weighted sigma points are used to simulate the distribution of the state random variable. The performance of the filter depends heavily on the selection of sigma points, and the computational cost is proportional to the number of sigma points used. It was previously shown that n + 2 (but not...
This paper describes a technique for using robust linear estimation on nonlinear systems. This technique provides a means for linearizing the nonlinear system in such a way as to not limit the large signal behavior of the target system. The nonlinearity in the target system must be able to be represented as a piecewise linear function. Furthermore, the H2 and Hinfin robust estimation techniques will...
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