%0 Journal Article
%T Design of unscented Kalman filter with correlative noises<br>噪声相关条件下Unscented卡尔曼滤波器设计
%A WANG Xiao-xu
%A ZHAO Lin
%A XIA Quan-xi
%A CAO Wei
%A LI Liang
%A <br>王小旭
%A 赵琳
%A 夏全喜
%A 曹伟
%A 李亮
%J 控制理论与应用
%D 2010
%I 
%X An Unscented-Kalman Filter(UKF) for a class of nonlinear discrete-time systems with correlated noises is designed to deal with the problem of nonlinear filtering failure in conventional UKF when system noise is correlated with measurement noise. Recursive filtering equations of UKF with correlated noises are given based on the minimum meansquare-error estimation; and unscented transformation(UT) is applied to the calculation the posterior means and covariances of the nonlinear system states. The proposed UKF breaks through the limitations on the conventional UKF that the system noise and measurement noise must be uncorrelated Gauss white noises, thus extending the applications of the conventional UKF. A simulation example shows its feasibility and effectiveness.
%K nonlinear discrete-time systems
%K UKF with correlated noises
%K minimum mean-square-error estimation
%K unscented transformation
%K feasibility
%K effectiveness<br>非线性离散系统
%K 噪声相关条件下UKF
%K 最小均方误差估计
%K Unscented变换
%K 可行性
%K 有效性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=970898A57DFC021F93AB51667BAED7F7&aid=E94CEC05D4C99DFB79DFB018DF855243&yid=140ECF96957D60B2&vid=DB817633AA4F79B9&iid=F3090AE9B60B7ED1&sid=6300C37F864D5DEA&eid=5A64531D29896B77&journal_id=1000-8152&journal_name=控制理论与应用&referenced_num=0&reference_num=0