Weighted measurement fusion algorithm for nonlinear unscented Kalman filter
加权观测融合非线性无迹卡尔曼滤波算法

For nonlinear systems, based on the Unscented Kalman filter(UKF), the algorithm of the weighted measurement fusion UKF is presented by using the weighted least squares(WLS) method. It is proved that the weighted measurement fusion UKF is completely numerically identical to the centralized measurement fusion UKF algorithm; and thus, the measurement fusion UKF has global optimality. A simulation example for the nonlinear systems with two sensors shows the effectiveness of the two measurement fusion UKF and verifies the completely numerically equivalence.