Unscented Rauch--Tung--Striebel Smoother
This note considers the application of the unscented transform to optimal smoothing of nonlinear state-space models. In this note, a new Rauch-Tung-Striebel type form of the fixed-interval unscented Kalman smoother is derived. The new smoother differs from the previously proposed two-filter-formulat...
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| Veröffentlicht in: | IEEE transactions on automatic control 2008-04, Vol.53 (3), p.845-849 |
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| container_title | IEEE transactions on automatic control |
| container_volume | 53 |
| creator | Sarkka, S. |
| description | This note considers the application of the unscented transform to optimal smoothing of nonlinear state-space models. In this note, a new Rauch-Tung-Striebel type form of the fixed-interval unscented Kalman smoother is derived. The new smoother differs from the previously proposed two-filter-formulation-based unscented Kalman smoother in the sense that it is not based on running two independent filters forward and backward in time. Instead, a separate backward smoothing pass is used, which recursively computes corrections to the forward filtering result. The smoother equations are derived as approximations to the formal Bayesian optimal smoothing equations. The performance of the new smoother is demonstrated with a simulation. |
| doi_str_mv | 10.1109/TAC.2008.919531 |
| format | Article |
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Systems</topic><topic>Discrete transforms</topic><topic>Equations</topic><topic>Exact sciences and technology</topic><topic>Filtering</topic><topic>Filtration</topic><topic>Kalman filters</topic><topic>Mathematical analysis</topic><topic>Mathematical models</topic><topic>Noise measurement</topic><topic>Optimization</topic><topic>Rauch-Tung-Striebel (RTS) smoother</topic><topic>Running</topic><topic>Smoothing</topic><topic>Smoothing methods</topic><topic>State estimation</topic><topic>Telecommunication computing</topic><topic>Time measurement</topic><topic>unscented Kalman smoother (UKS)</topic><topic>unscented transform</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Sarkka, S.</creatorcontrib><collection>IEEE All-Society Periodicals Package (ASPP) 2005-present</collection><collection>IEEE All-Society Periodicals Package (ASPP) 1998-Present</collection><collection>IEEE Electronic Library (IEL)</collection><collection>Pascal-Francis</collection><collection>CrossRef</collection><collection>Computer and Information Systems Abstracts</collection><collection>Electronics & Communications Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Technology Research Database</collection><collection>Engineering Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ANTE: Abstracts in New Technology & Engineering</collection><jtitle>IEEE transactions on automatic control</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Sarkka, S.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Unscented Rauch--Tung--Striebel Smoother</atitle><jtitle>IEEE transactions on automatic control</jtitle><stitle>TAC</stitle><date>2008-04-01</date><risdate>2008</risdate><volume>53</volume><issue>3</issue><spage>845</spage><epage>849</epage><pages>845-849</pages><issn>0018-9286</issn><eissn>1558-2523</eissn><coden>IETAA9</coden><abstract>This note considers the application of the unscented transform to optimal smoothing of nonlinear state-space models. 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| ispartof | IEEE transactions on automatic control, 2008-04, Vol.53 (3), p.845-849 |
| issn | 0018-9286 1558-2523 |
| language | eng |
| recordid | cdi_proquest_journals_863568843 |
| source | IEEE Electronic Library (IEL) |
| subjects | Applied sciences Approximation Bayesian methods Computer science control theory systems Control theory. Systems Discrete transforms Equations Exact sciences and technology Filtering Filtration Kalman filters Mathematical analysis Mathematical models Noise measurement Optimization Rauch-Tung-Striebel (RTS) smoother Running Smoothing Smoothing methods State estimation Telecommunication computing Time measurement unscented Kalman smoother (UKS) unscented transform |
| title | Unscented Rauch--Tung--Striebel Smoother |
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