Skip to main content
Skip to article control options
No AccessEngineering Note

Unscented Schmidt–Kalman Filter Algorithm

Published Online:https://doi.org/10.2514/1.G000467
Free first page

References

  • [1] Kalman R. E., “A New Approach to Linear Filtering and Prediction Problems,” Journal of Basic Engineering, Vol. 82, No. 1, 1960, pp. 35–45. doi:https://doi.org/10.1115/1.3662552 CrossrefGoogle Scholar

  • [2] Tapley B. D., Schutz B. E. and Born G. H., Statistical Orbit Determination, Elsevier Academic Press, Burlington, MA, 2004, pp. 387–438. CrossrefGoogle Scholar

  • [3] Schmidt S. F., “Application of State-Space Methods to Navigation Problems,” Advances in Control Systems, Vol. 3, 1966, pp. 293–340. doi:https://doi.org/10.1016/B978-1-4831-6716-9.50011-4 CrossrefGoogle Scholar

  • [4] Novoselov R. Y., Herman S. M., Gadaleta S. M. and Poore A. B., “Mitigating the Effects of Residual Biases with Schmidt–Kalman Filter,” 8th International Conference on Information Fusion, Vol. 1, IEEE, Piscataway, NJ, 2005. doi:https://doi.org/10.1109/ICIF.2005.1591877 Google Scholar

  • [5] Julier S. J., Uhlmann J. K. and Durrant-Whyte H. F., “A New Method for the Nonlinear Transformation of Means and Covariances in Filters and Estimators,” IEEE Transactions on Automatic Control, Vol. 45, No. 3, March 2000, pp. 477–482. doi:https://doi.org/10.1109/9.847726 CrossrefGoogle Scholar

  • [6] Julier S. J. and Uhlmann J. K., “Unscented Filtering and Nonlinear Estimation,” Proceedings of the IEEE, Vol. 93, No. 3, March 2004, pp. 401–422. doi:https://doi.org/10.1109/JPROC.2003.823141 CrossrefGoogle Scholar

  • [7] Lisano M. E., “Nonlinear Consider Covariance Analysis Using a Sigma-Point Filter Formulation,” Guidance and Control 2006: Proceedings of the 29th Annual AAS Rocky Mountain Guidance and Control Conference, Univelt, San Diego, CA, Feb. 2006; also AAS Paper  2006-035. Google Scholar

  • [8] Lisano M. E., “Comparing Consider-Covariance Analysis with Sigma-Point Consider Filter and Linear-Theory Consider Filter Formulas,” Proceedings of the 20th International Symposium on Space Flight Dynamics, Woodard M. and Stengle T., NASA Goddard Space Flight Center, Greenbelt, MD, Sept. 2007. Google Scholar

  • [9] Zanetti R. and DeMars K. J., “Joseph Formulation of Unscented and Quadrature Filters with Application to Consider States,” Journal of Guidance, Control, and Dynamics, Vol. 36, No. 6, 2013, pp. 1860–1864. doi:https://doi.org/10.2514/1.59935 LinkGoogle Scholar

  • [10] Woodbury D. P., “Accounting for Parameter Uncertainty in Reduced-Order Static and Dynamic Systems,” Ph.D. Dissertation, Texas A&M Univ., College Station, TX, Dec. 2011. Google Scholar

  • [11] Woodbury D. P. and Junkins J., “On the Consider Kalman Filter,” AIAA Guidance, Navigation, and Control Conference, AIAA Paper  2010-7752, Aug. 2010. doi:https://doi.org/10.2514/6.2010-7752 LinkGoogle Scholar