Conjugate Unscented Transformation: Applications to Estimation and Control

Nagavenkat Adurthi, Puneet Singla, Tarunraj Singh

Research output: Contribution to journalArticle

15 Citations (Scopus)

Abstract

This paper presents a computationally efficient approach to evaluate multidimensional expectation integrals. Specifically, certain nonproduct cubature points are constructed that exploit the symmetric structure of the Gaussian and uniform density functions. The proposed cubature points can be used as an efficient alternative to the Gauss-Hermite (GH) and Gauss-Legendre quadrature rules, but with significantly fewer number of points while maintaining the same order of accuracy when integrating polynomial functions in a multidimensional space. The advantage of the newly developed points is made evident through few benchmark problems in uncertainty propagation, nonlinear filtering, and control applications.

Original languageEnglish (US)
Article number030907
JournalJournal of Dynamic Systems, Measurement and Control, Transactions of the ASME
Volume140
Issue number3
DOIs
StatePublished - Mar 1 2018

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Nonlinear filtering
Probability density function
Polynomials
quadratures
polynomials
propagation
Uncertainty

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Information Systems
  • Instrumentation
  • Mechanical Engineering
  • Computer Science Applications

Cite this

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Conjugate Unscented Transformation : Applications to Estimation and Control. / Adurthi, Nagavenkat; Singla, Puneet; Singh, Tarunraj.

In: Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME, Vol. 140, No. 3, 030907, 01.03.2018.

Research output: Contribution to journalArticle

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