Journal
JOURNAL OF PROCESS CONTROL
Volume 18, Issue 7-8, Pages 753-768Publisher
ELSEVIER SCI LTD
DOI: 10.1016/j.jprocont.2007.11.004
Keywords
nonlinear state estimation; Kalman filter; constraint handling
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Based on presentation of the principles of the EKF and UKF for state estimation, we discuss the differences of the two approaches. Four rather different simulation cases are considered to compare the performance. A simple procedure to include state constraints in the UKF is proposed and tested. The overall impression is that the performance of the UKF is better than the EKF in terms of robustness. and speed of convergence. The computational load in applying the UKF is comparable to the EKF. (c) 2007 Elsevier Ltd. All rights reserved.
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