Chapter1 Adaptive Unscented Kalman Filter and Its Applications in Nonlinear Control.pdfVIP

1 Adaptive Unscented Kalman Filter and Its Applications in Nonlinear Control Jianda Han, Qi Song and Yuqing He State Key Laboratory of Robotics Shenyang Institute of Automation Chinese Academy of Sciences P.R.China 1. Introduction Active estimation is becoming a more important issue in control theory and its application, especially in the nonlinear control of uncertain systems, such as robots and unmanned vehicles where time-varying parameters and uncertainties exist extensively in the dynamics and working environment. Among the available techniques for active modeling, Neural Networks NN and NN-based self learning have been proposed as one of the most effective approaches in 1990s Pesonen et al., 2004 . However the problems involved in NN, such as training data selection, online guaranteed convergence, robustness, reliability and real-time implementation, still remain open and limit its application in real systems, especially those requiring high reliable control. Most recently, the encouraging achievements in sequential estimation makes it becoming an important direction for online modeling and model-reference control Napolitano, et al., g 2000 . Among stochastic estimations, the most popular one for nonlinear system is the r Extended Kalman Filter EKF . Although widely used, EKF suffers from the deficiencies o . b including the requirement of sufficient differentiability of the state dynamics, the e w susceptibility to bias and divergence during the estimation. Unscented Kalman Filter UKF h c Julier et al., 1995; Wan Van der Merwe, 2000 provides a derivative-free way to the state e t parameter estimation of nonlinear systems by introducing the so called ‘unscented n i w. transformation’, while achieving the second-order accuracy the accuracy of EKF is first w