Research Article
A Modified Unscented Kalman Filter Combined with Ant Lion Optimization for Vehicle State Estimation
Algorithm 1
The state estimation procedure based on the UKF algorithm.
| Step 1: initialization (k = 0) | | | | | | Step 2: time update (k = 0,1,2, ⋯) | | Generate sigma points: | | Calculate sigma points’ weight: | | The step prediction of sigma points: | | The state mean and error covariance matrix of step prediction: , | | According to the step prediction, generate new sigma points: | | Step 3: measurement update (k = 0,1,2, ⋯) | | Propagate the new sigma points by h (∙), and the predicted observation is given by | | The mean of system observation: | | The error covariance matrix of system observation: | | Calculate the cross-correlation covariance matrix: | | Calculate the Kalman filter feedback gain matrix: | | The update of state estimation: | | The update of the error covariance matrix: |
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