A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise

<div>State tracking of SRUKF and ASRUKF (<svg height="9.4347pt" id="M161" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.14359 11.5026 9.4347" width="11.5026pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M548 455L523 469C505 448 490 439 461 439C416 439 374 447 316 447C144 447 23 310 23 161C23 47 89 -12 179 -12C312 -12 429 106 429 244C429 303 419 344 368 386L371 388C404 383 440 378 474 378C507 378 530 411 548 455ZM350 274C350 191 308 25 198 25C144 25 108 75 108 157C108 264 170 395 276 395C296 395 320 384 333 360C347 334 350 316 350 274Z" id="g113-240"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="565" vert-adv-y="565"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,6.76,3.132)"><path d="M219 86C216 168 211 250 206 337C201 410 189 448 163 448C131 448 79 396 43 344L60 322C91 359 110 375 118 375S132 358 136 298C141 238 152 81 155 -12H182C242 62 331 177 390 258C435 321 451 360 451 391C450 424 432 448 408 448C390 448 372 435 366 419C362 410 362 401 366 394C373 383 376 367 376 350C376 283 262 138 221 86H219Z" id="g185-40"></path><glyph.data ascent="989" descent="-303" horiz-adv-x="447" vert-adv-y="447"></glyph.data></g></svg> is known; <svg height="9.4347pt" id="M162" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.14359 13.9779 9.4347" width="13.9779pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M548 455L523 469C505 448 490 439 461 439C416 439 374 447 316 447C144 447 23 310 23 161C23 47 89 -12 179 -12C312 -12 429 106 429 244C429 303 419 344 368 386L371 388C404 383 440 378 474 378C507 378 530 411 548 455ZM350 274C350 191 308 25 198 25C144 25 108 75 108 157C108 264 170 395 276 395C296 395 320 384 333 360C347 334 350 316 350 274Z" id="g113-240"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="565" vert-adv-y="565"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,6.76,3.132)"><path d="M698 334C698 397 680 451 655 451C627 451 602 424 602 397C602 389 605 383 614 371C622 360 624 340 624 317C624 161 546 47 458 47C419 47 389 69 389 125C389 142 391 162 397 185L457 430L451 435L380 421L315 164C301 107 266 47 222 47C182 47 153 69 153 126C153 137 157 162 161 185C166 214 179 265 197 334C203 358 208 385 208 407C208 433 201 451 176 451C124 451 64 404 24 348L44 320C86 366 113 382 121 382C126 382 128 381 128 374C128 368 126 356 122 341C102 266 88 204 81 164C77 143 73 121 73 107C73 23 131 -12 187 -12C234 -12 281 10 322 45C343 5 383 -12 422 -12C559 -12 698 174 698 334Z" id="g50-120"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="722" vert-adv-y="722"></glyph.data></g></svg> is unknown).</div>

International Journal of Aerospace Engineering

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Figure 2

Figure 2: A New Adaptive Square-Root Unscented Kalman Filter for Nonlinear Systems with Additive Noise 