Conjugate unscented transform and its application to filtering and stochastic integral calculation

Nagavenkat Adurthi, Puneet Singla, Tarunraj Singh

Research output: Chapter in Book/Report/Conference proceedingConference contribution

18 Scopus citations

Abstract

This paper presents the development of cubature rules with reduced number of points that are capable of evaluating multi dimensional expectation integrals with respect to a Gaussian pdf. Alternatively this can be considered as an extension to the conventional 3rd order unscented transformation by satisfying higher order moment constraint equations. New sets of sigma points are defined to satisfy moment equations up to order 8. The proposed sigma points are shown to be efficient in terms of exactness while integrating polynomials and yet just employ a small fraction of the number of points used by the traditional Gaussian-Hermite Product rule. In the perspective of non-linear filtering, with an aide of a typical air traffic scenario, the new set of sigma points have been shown to provide a significant advantage in terms of accuracy and reduced computational complexity, thus providing a promising on-line execution.

Original languageEnglish (US)
Title of host publicationAIAA Guidance, Navigation, and Control Conference 2012
StatePublished - 2012
EventAIAA Guidance, Navigation, and Control Conference 2012 - Minneapolis, MN, United States
Duration: Aug 13 2012Aug 16 2012

Publication series

NameAIAA Guidance, Navigation, and Control Conference 2012

Other

OtherAIAA Guidance, Navigation, and Control Conference 2012
CountryUnited States
CityMinneapolis, MN
Period8/13/128/16/12

All Science Journal Classification (ASJC) codes

  • Aerospace Engineering
  • Control and Systems Engineering
  • Electrical and Electronic Engineering

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