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Noise Covariance Identification-Based Adaptive UKF with Application to Mobile Robot System

Master UKF. Measurement Update. Time Update. State. Measurement. Innovation. Slave UKF. Measurement Update. Time Update. Noise Covariance. Noise Covariance Identification-Based Adaptive UKF with Application to Mobile Robot System.

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Noise Covariance Identification-Based Adaptive UKF with Application to Mobile Robot System

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  1. Master UKF Measurement Update Time Update State Measurement Innovation Slave UKF Measurement Update Time Update Noise Covariance Noise Covariance Identification-Based Adaptive UKF with Application to Mobile Robot System Q. Song, Z. Jiang and J.D. HanShenyang Institute of Automation, Chinese Academy of Sciences, China • An Adaptive Unscented Kalman Filter (AUKF) with master-slave structure is introduced. • The master UKF estimates the states. • The slave UKF estimates the noise covariance for the master UKF. • The proposed method intends to compensate the performance degradation due to changing noise. Structure of the AUKF

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