期刊名称：International Journal of Advanced Robotic Systems
印刷版ISSN：1729-8806
电子版ISSN：1729-8814
出版年度：2013
卷号：10
DOI：10.5772/56370
语种：English
出版社：SAGE Publications
摘要：The transformation of the mean and variance of a normally distributed random variable was considered through three different nonlinear functions: sin(x), cos(x), and xk, where k is a positive integer. The true mean and variance of the random variable after these transformations is theoretically derived within, and verified with respect to Monte Carlo experiments. These statistics are used as a reference in order to compare the accuracy of two different linearization techniques: analytical linearization used in the Extended Kalman Filter (EKF) and statistical linearization used in the Unscented Kalman Filter (UKF). This comparison demonstrated the advantage of using the unscented transformation in estimating the mean after transforming through each of the considered nonlinear functions. However, the variance estimation led to mixed results in terms of which linearization technique provided the best performance. As an additional analysis, the unscented transformation was evaluated with respect to its primary scaling parameter. A nonlinear filtering example is presented to demonstrate the usefulness of the theoretically derived results.
