{"id":1287,"date":"2023-06-29T09:42:41","date_gmt":"2023-06-29T08:42:41","guid":{"rendered":"https:\/\/babel.isa.uma.es\/kipr\/?p=1287"},"modified":"2023-06-29T09:42:41","modified_gmt":"2023-06-29T08:42:41","slug":"a-measure-of-when-and-how-much-the-ukf-is-better-than-the-ekf","status":"publish","type":"post","link":"https:\/\/babel.isa.uma.es\/kipr\/?p=1287","title":{"rendered":"A measure of when and how much the UKF is better than the EKF"},"content":{"rendered":"<h4>Sanat K. Biswas, Li Qiao, Andrew G. Dempster, <strong>A quantified approach of predicting suitability of using the Unscented Kalman Filter in a non-linear application,<\/strong> . Automatica, Volume 122, 2020, <a href=\"https:\/\/doi.org\/10.1016\/j.automatica.2020.109241\" target=\"_blank\">DOI: 10.1016\/j.automatica.2020.109241<\/a>.<\/h4>\n<blockquote><p>A mathematical framework to predict the Unscented Kalman Filter (UKF) performance improvement relative to the Extended Kalman Filter (EKF) using a quantitative measure of non-linearity is presented. It is also shown that the range of performance improvement the UKF can attain, for a given minimum probability depends on the Non-linearity Indices of the corresponding system and measurement models. Three distinct non-linear estimation problems are examined to verify these relations. A launch vehicle trajectory estimation problem, a satellite orbit estimation problem and a re-entry vehicle position estimation problem are examined to verify these relations. Using these relations, a procedure is suggested to predict the estimation performance improvement offered by the UKF relative to the EKF for a given non-linear system and measurement without designing, implementing and tuning the two Kalman Filters.<\/p><\/blockquote>\n","protected":false},"excerpt":{"rendered":"<p>Sanat K. Biswas, Li Qiao, Andrew G. Dempster, A quantified approach of predicting suitability of using the Unscented Kalman Filter <span class=\"ellipsis\">&hellip;<\/span> <span class=\"more-link-wrap\"><a href=\"https:\/\/babel.isa.uma.es\/kipr\/?p=1287\" class=\"more-link\"><span>Read More &rarr;<\/span><\/a><\/span><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[94],"tags":[131,127],"class_list":["post-1287","post","type-post","status-publish","format-standard","hentry","category-bayesian-filtering","tag-ekf","tag-ukf"],"_links":{"self":[{"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/posts\/1287"}],"collection":[{"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=1287"}],"version-history":[{"count":1,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/posts\/1287\/revisions"}],"predecessor-version":[{"id":1288,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=\/wp\/v2\/posts\/1287\/revisions\/1288"}],"wp:attachment":[{"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=1287"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=1287"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/babel.isa.uma.es\/kipr\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=1287"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}