A Novel Data Sampling Driven Kalman Filter Is Designed by Combining the Characteristic Sampling of UKF and the Random
Tipo Cui1, Xiaohui Sun1, Chenglin Wen2
1School of Automation, Hangzhou Dianzi University, Hangzhou 310018, China.
Abstract:
In order to improve the performance of the Kalman filter for nonlinear systems, this paper contains the advantages of UKF statistical sampling and EnKF random sampling, respectively, and establishes a new design method of sampling a driven Kalman filter in order to overcome the shortcomings of UKF and EnKF. Firstly, a new sampling mechanism is proposed. Based on sigma sampling with UKF statistical constraints, random sampling similar to EnKF is carried out around each sampling point, so as to obtain a large sample data ensemble that can better describe the characteristics of the system variables to be evaluated. Secondly, by analyzing the spatial distribution characteristics of the obtained large sample ensemble, a sample weight selection and assignment mechanism with the centroid of the data ensemble as the optimization goal are established. Thirdly, a new Kalman filter driven by large data sample ensemble is established. Finally, the effectiveness of the new filter is verified by computer numerical simulation experiments.
Related Concept Videos
Sampling Methods: Overview
In analytical chemistry, the choice of...
Random Sampling Method
Sampling Plans
Random sampling is a method where each member of the population has an equal chance of being selected for the sample. It involves selecting individuals randomly, often using random number generators or lottery-type methods. For example, when analyzing the properties of a...
Sampling Methods: Sample Types
Solid samples include a variety of substances, such as sediments from water bodies, soil, metals, and biological tissues. Two standard methods for extracting sediments from water bodies are grab sampling and piston coring. Grab sampling involves using a device to collect a discrete sediment sample from the bottom of a water body with minimal disturbance. Grab samples do not always represent the entire area due to...
Sampling Continuous Time Signal
In the...
Stratified Sampling Method
To choose a stratified sample, divide the population into groups called strata and then take a...


